1. Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007 1 ESOPO: an Environment for Solving Optimization Problems Online M. DApuzzo *, 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

2. Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007 2 http://www.firb_lsno.unina.it

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4. 4 Overview ESOPO aims and structure overview Relevant features of ESOPO Perspectives and future enhancements

5. Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007 5 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 Early motivation for ESOPO Several issues Shared software classification criteria Common linear algebra kernels Common optimization subproblems Standard software documentation Shared test problems Similar input formats

6. Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007 6 Current ESOPOs ambition 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 to be a web-based environment for solving optimization problems and for evaluating and comparing the performance of optimization software

7. Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007 7 Current ESOPOs ambition 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 to be a web-based environment for solving optimization problems and for evaluating and comparing the performance of optimization software

8. Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007 8 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-to- date tools for evaluating and comparing optimization software ESOPO project

9. Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007 9 Main ESOPO abilities problem user provided or selected from collections solution set of problems user provided or selected from collections performace evaluation profiles ESOPO: SOLVE ESOPO: PERFORMANCE EVALUATION

10. Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007 10 ESOPO Server Users database Software and Problems database Interfaces for choosing solvers and for submitting problems Tools for job queuing Clients (browsers) Solvers Drivers request answer job execution results..... ESOPO architecture client-server design ESOPO Solvers

11. Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007 11 Relevant issues users management (identification and access) software management (integration and usage) job execution management ESOPO system security

12. Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007 12 Relevant features 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

13. Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007 13 Relevant features 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 derivative- free method) OP: local; OF: general; CO: bounds; DR: none; CVX: no; STR: dense

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15. Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007 15 Relevant features 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

16. Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007 16 Relevant features 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

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18. Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007 18 Relevant features Interactive procedure for solving a problem Step 2: Selection of a solver web interface that lists all solvers available for the problem

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20. Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007 20 Relevant features 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

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22. Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007 22 Relevant features Interactive procedure for solving a problem Step 4: Submission of the problem specific interface consistent with the users choice for the input format (automatically generated) that allows the user to provide the problem data and the values for the input parameters

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24. Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007 24 Relevant features Close integration of solvers and test problems A set of test problems that the software is able to solve is automatically selected

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26. Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007 26 Execution report *************************************************************************** * * 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

27. Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007 27 Relevant features Interactive procedure for evaluating and comparing the performance of optimization software The solving and benchmarking stages are integrated in ESOPO

28. Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007 28 Performance evaluation report 19 7 2 811 10 6 4 5 3 12

29. Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007 29 ESOPO contents

30. Convegno Progetto FIRB LSNO – Capri 19/20 aprile 2007 30 Future developments 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