M. D’Apuzzo*, M.L. De Cesare**,
M.R. Maddalena**, M. Marino**, G. Toraldo**
Collaborators: S. Cafieri*, V. De Simone*,
D. di Serafino*, E. Sacchettino*
*
Second University of Naples
**University of Naples Federico II
Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007
ESOPO:
an Environment for Solving
Optimization Problems Online
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Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007
http://www.firb_lsno.unina.it
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Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007
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• ESOPO aims and structure overview
• Relevant features of ESOPO
• Perspectives and future enhancements
Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007
Overview
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to provide a unifying framework containing
the optimization software produced by people
working in the MIUR FIRB project,
in order to interact in the software
development, testing and evaluation processes
Several issues
•Shared software classification criteria
•Common linear algebra kernels
•Common optimization subproblems
•Standard software documentation
•Shared test problems
•Similar input formats
Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007
Early motivation for ESOPO
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to be a web-based environment for
solving optimization problems and
for evaluating and comparing the
performance of optimization software
Several issues
Software integration procedure
Robustness and reliability
Preprocessing and presolving stages
Drivers to the solvers for using common
problem modeling languages
Minimal input effort
Testing process
Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007
Current ESOPO’s ambition
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to be a web-based environment for
solving optimization problems and
for evaluating and comparing the
performance of optimization software
Several issues
Interactive procedure for solving a problem
Interactive choice of a solver
Dynamic interfaces for using the solver
Automatic selection of test problems based on the
type of considered instance
Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007
Current ESOPO’s ambition
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MAIN ACTIONS
• collect, integrate and make available the optimization
software produced in the MIUR-FIRB Project,
toghether with some well established software (Lancelot,
KNITRO, Mosek, ...)
• supply the solvers with drivers for the most common
problem modeling languages and with graphical interfaces
for a friendly usage
• provide suitable collections of test problems and up-todate tools for evaluating and comparing optimization
software
Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007
ESOPO project
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ESOPO: SOLVE
problem
user provided or
selected from collections
solution
ESOPO: PERFORMANCE EVALUATION
set of problems
performace
evaluation
user provided or
profiles
selected from collections
Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007
Main ESOPO abilities
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• Solvers
.....
• Drivers
ESOPO Solvers
job execution
results
answer
• Users database
• Software and Problems
database
• Interfaces for choosing
solvers and for
submitting problems
• Tools for job queuing
ESOPO Server
request
.....
Clients (browsers)
Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007
ESOPO architecture
client-server design
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• software integration process
• interactive procedure for choosing a
solver and for solving a problem
• close integration of solvers and test
problems
• integration of the solving tools with the
benchmarking tools
Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007
Relevant features
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Integration and management of the
Software (authors are only request to submit the
code!)
Step 1: Classification into ESOPO
Example: SDBOX (solves general bound constrained
nonlinear optimization problems using a derivativefree method)
OP: local; OF: general; CO: bounds; DR: none;
CVX: no; STR: dense
Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007
Relevant features
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Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007
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Integration and management of the
Software
Step 2: Development of drivers to the solver
• Make its use through dynamic web pages easier
• Provide interfaces to AMPL and SIF modeling
languages
• Reduce as much as possible the number of input
parameters
• Perform the testing process
• Supply some extra features to the solver
Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007
Relevant features
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Interactive procedure for solving a
problem (problem oriented and
independent of the computing engine)
Step 1: Specification of the problem
web interface that allows the user to supply
information about the problem to be solved
Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007
Relevant features
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Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007
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Interactive procedure for solving a
problem
Step 2: Selection of a solver
web interface that lists all solvers available for the
problem
Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007
Relevant features
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Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007
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Interactive procedure for solving a
problem
Step 3: Choice of the input format
tailored interface for the selected solver
(automatically generated) allowing the users to
choose the input format among those accepted by the
solver
Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007
Relevant features
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Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007
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Interactive procedure for solving a
problem
Step 4: Submission of the problem
specific interface consistent with the user’s choice
for the input format (automatically generated) that
allows the user to provide the problem data and the
values for the input parameters
Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007
Relevant features
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Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007
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Close integration of solvers and
test problems
A set of test problems that the software is able
to solve is automatically selected
Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007
Relevant features
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Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007
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***************************************************************************
*
*
*
Output report from ESOPO
*
*
*
***************************************************************************
SOLVER:
SDBOX
PROBLEM:
BIGGSB1 from CUTEr collection
VERSION:
AMPL
#
#
#
#
#
#
#
Source:
M. Batholomew-Biggs and F.G. Hernandez,
"Some improvements to the subroutine OPALQP for dealing with large
problems",
Numerical Optimization Centre, Hatfield, 1992.
SIF input: Ph Toint, April 1992.
classification QBR2-AN-V-V
NVAR = 5000
INPUT PARAMETERS: TOL = 10e-6 - MAXITER = 1000000
RESULTS:
NIT = 181158 NFEVAL = 544749
FVAL = 0.015003
Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007
Execution report
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Interactive procedure for evaluating
and comparing the performance of
optimization software
The solving and benchmarking stages
are integrated in ESOPO
Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007
Relevant features
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Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007
Performance evaluation report
Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007
ESOPO contents
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• to add more solvers also in areas not
currently covered
• to improve the interaction between users and
ESOPO
• to provide other metrics for the performance
evaluation
Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007
Future developments
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