ReSHOP
Short Technical Overview
ReSHOP is a solver that implements reformulations.
Its general scope is to solve hierarchical optimization problems
through reformulations, leveraging existing mature solvers for a given problem class.
One of its preeminent feature is that it is modeling-language agnostic:
there is an internal representation of the optimization problem
that is independent of the input or output.
A by-product of this is also the ability to translate a optimization problem
from one language to the other.
Since the solution methodology involves performing transformation on the problem,
the consistency of the internal model representation at any stage is ensured.
That is a big departure from previous approaches that rely on writing out a new model
in a file, which would get used as input to the next pipeline.
This involves parsing the problem again and due to the need to represent the data in
a text format, might provide challenges to ensure that problem is not changed by those operations.
The solver interface considers hierarchical problems such as bilevel programs
and mathematical programs with equilibirium constraints, equilibrium and compleletmentarity problems, stochastic and dynamic equilibria, and composite optimization problems among the classes it can process.
Team Members
- Dr. Olivier Huber (University of Wisconsin, Madison)
- Prof. Michael C. Ferris (University of Wisconsin, Madison)
- Prof. Johannes Royset (University of Southern California)
- Cheng-Wei Lu (University of Wisconsin, Madison)
Related Papers
- [reshop]
-
Michael C. Ferris, Olivier Huber, Johannes O. Royset
Nonconvex, Nonsmooth, and Nonregular Optimization: A Computational Framework.
INFORMS TutORials in Operations Research:189-223, 2024.
Model files
The files mentioned in the tutorial are available at:
[github repo]
Acknowledgements
We thank Jong-Shi Pang, University of Southern California, for his relentless focus on ``non-problems,'' which inspired some of this work. We also thank Welington de Oliveira, Ecole Nationale Superieure des Mines de Paris, for reviewing the manuscript.
We acknowledge financial support from the GAMS Corporation and the Office of Naval Research under grants N00014-24-1-2318 and N00014-24-1-2277.
News Releases, etc
None
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