Optimizer Quick Start

Introduction to Structured Optimization

The Analytica Optimizer releases from v,4.3 onward include a set of features, collectively called Structured Optimization, designed to simplify the optimization modeling process. In Structured Optimization format, LP, QP and NLP optimizations can all be modeled in similar ways. All types of optimization are specified using the DefineOptimization() function.

Note

The DefineOptimization() function supersedes the LPDefine(), QPDefine() and NLPDefine() functions that were used to specify optimizations prior to Analytica 4.2. These functions remain available for backward compatibility, but are now deprecated.

The DefineOptimization() function automatically analyzes your model to determine the type of optimization and selects the appropriate optimization engine, although you can still override this process if desired.

Another significant change associated with Structured Optimization is the introduction of a new object type, the Constraint. Constraint objects give users the ability to specify constraints, or arrays of constraints, in common expression format using equality or inequality operators. This intuitive interface allows users to easily integrate different types of constraints and to organize constraint arrays efficiently. This chapter includes simple NLP examples to demonstrate the roles of Decision variables, Constraint objects, Objective variables, and Decision attributes in the Structured Optimization framework. The same basic structure applies to LP and QP optimizations as well.