A model-solver integration framework for autonomous and intelligent model solution

Complex mathematical models are being increasingly adopted for corporate decision-making, and lay users are becoming more involved through institutional decision-making processes. Because of the technical complexity and variability of mathematical models, difficulties arise in supporting complicated model solution processes and in maintaining new models with existing solvers (i.e., problem-solving algorithms). This paper proposes an intelligent model-solver integration framework that facilitates an intuitive and user-friendly model solution process and evolutionary model maintenance. Specifically, for an intuitive model solution, the framework gives a model management system the ability to suggest autonomously compatible solvers of a model without direct user intervention. In addition, it solves the model by matching intelligently model parameters with solver parameters without any serious conflicts. Thus, the framework improves the productivity of institutional model solving tasks by relieving the user from the risk of erroneous application of a solver to syntactically and semantically incompatible models, and by reducing the burden given by the considerable learning process of model and solver semantics.

[1]  Alok R. Chaturvedi,et al.  Integrated Modeling Environments in Organizations: An Empirical Study , 1998, Inf. Syst. Res..

[2]  Hemant K. Bhargava,et al.  Unique Names Violations, a Problem for Model Integration or You Say Tomato, I Say Tomahto , 1991, INFORMS J. Comput..

[3]  Daniel R. Dolk,et al.  Integrated model management in the data warehouse era , 2000, Eur. J. Oper. Res..

[4]  Amitava Dutta,et al.  Integrating AI and optimization for decision support: a survey , 1996, Decis. Support Syst..

[5]  Roger Alan Pick,et al.  Meta-modeling concepts and tools for model management: a systems approach , 1994 .

[6]  Andrew B. Whinston,et al.  Using client-broker-server architecture for Intranet decision support , 1997, Decis. Support Syst..

[7]  J. Hull Options, Futures, and Other Derivatives , 1989 .

[8]  Margaret K. Mayer Future trends in model management systems: parallel and distributed extensions , 1998, Decis. Support Syst..

[9]  Hai Zhuge,et al.  Inheritance rules for flexible model retrieval , 1998, Decis. Support Syst..

[10]  Robert Fourer,et al.  Database structures for mathematical programming models , 1997, Decis. Support Syst..

[11]  Young U. Ryu Constraint logic programming framework for integrated decision supports , 1998, Decis. Support Syst..

[12]  Yao-Chuan Tsai,et al.  Model integration using SML , 1998, Decis. Support Syst..

[13]  David Kendrick,et al.  GAMS, a user's guide , 1988, SGNM.

[14]  Fatemeh Zahedi,et al.  Designing personalized intelligent financial decision support systems , 1999, Decis. Support Syst..

[15]  Sophie Cluet,et al.  Designing OQL: Allowing Objects to be Queried , 1998, Inf. Syst..

[16]  Ivar Jacobson,et al.  The Unified Modeling Language User Guide , 1998, J. Database Manag..

[17]  Jian Ma Type and inheritance theory for model management , 1997, Decis. Support Syst..

[18]  Soon-Young Huh Modelbase Construction with Object-Oriented Constructs* , 1993 .

[19]  Gordon H. Bradley,et al.  A Type Calculus for Executable Modelling Languages , 1986 .

[20]  Andrea Emilio Rizzoli,et al.  Model and data integration and re-use in environmental decision support systems , 1998, Decis. Support Syst..

[21]  Akira Shimazu,et al.  The State of the Art in Agent Communication Languages , 2000, Knowledge and Information Systems.

[22]  John Zeleznikow,et al.  Using soft computing to build real world intelligent decision support systems in uncertain domains , 2001, Decis. Support Syst..

[23]  R. Jarrow,et al.  A Unified Approach for Pricing Contingent Claims on Multiple Term Structures , 1998 .

[24]  Steve Russ,et al.  A new paradigm for computer-based decision support , 2002, Decis. Support Syst..

[25]  Michael Goul,et al.  Requirements for the design of a protocol suite to automate DSS deployment on the World Wide Web: A client/ server approach , 1997, Decis. Support Syst..

[26]  A. Philippakis,et al.  Solver representation for model management systems , 1990, Twenty-Third Annual Hawaii International Conference on System Sciences.

[27]  C. M. Sperberg-McQueen,et al.  Extensible Markup Language (XML) , 1997, World Wide Web J..

[28]  R. G. G. Cattell,et al.  Recent books , 2000, IEEE Spectrum.

[29]  Soon-Young Huh,et al.  A real-time synchronization mechanism for collaborative model management , 2004, Decis. Support Syst..

[30]  Arthur M. Geoffrion,et al.  Generating optimization-based decision support systems , 1995, Proceedings of the Twenty-Eighth Annual Hawaii International Conference on System Sciences.

[31]  Nicholas R. Jennings,et al.  A Roadmap of Agent Research and Development , 2004, Autonomous Agents and Multi-Agent Systems.

[32]  Christer Carlsson,et al.  Past, present, and future of decision support technology , 2002, Decis. Support Syst..

[33]  Marco Gagliardi,et al.  BLOOMS: A prototype modeling language with object oriented features , 1997, Decis. Support Syst..

[34]  Waleed A. Muhanna,et al.  SYMMS: A model management system that supports model reuse, sharing, and integration , 1994 .

[35]  Hemant K. Bhargava,et al.  Model management in electronic markets for decision technologies: a software agent approach , 1997, Proceedings of the Thirtieth Hawaii International Conference on System Sciences.

[36]  Brian W. Kernighan,et al.  AMPL: A Modeling Language for Mathematical Programming , 1993 .

[37]  Efraim Turban,et al.  Integrating knowledge management into enterprise environments for the next generation decision support , 2002, Decis. Support Syst..

[38]  Michael Goul,et al.  Distributing decision support systems on the WWW: the verification of a DSS metadata model , 2002, Decis. Support Syst..

[39]  Arthur M. Geoffrion,et al.  The SML Language for Structured Modeling: Levels 1 and 2 , 1992, Oper. Res..

[40]  Y. Kwok,et al.  Accuracy and Reliability Considerations of Option Pricing Algorithms , 2001 .

[41]  Arthur M. Geoffrion,et al.  An Introduction to Structured Modeling , 1987 .

[42]  Nicolas Lhuillier,et al.  FOUNDATION FOR INTELLIGENT PHYSICAL AGENTS , 2003 .