AMPL the modeling language

Very natural to set up models which deals with large scale optimization problems. Close to algebraic notation.

Students version comes for free but limit is 300 variables and 300 constraints.

[lyan@localhost LPSolver]$ cat dualfit.mod
param k;
var f >= 0;
var d {1..k} >= 0;
var a {1..k} >= 0;
var x {1..k,1..k} >= 0;

maximize Dual: sum {j in 1..k} a[j];
subject to deno: f + sum {j in 1..k} d[j] <= 1;
subject to fac {j in 1..k}: sum {i in j..k} x[i,j] <= f;
subject to maxzero {j in 1..k, i in j..k}: x[i,j] >= a[j] - d[i];
subject to trig {j in 1..k, i in 1..j}: a[j] <= a[i] + d[i] + d[j];

[lyan@localhost LPSolver]$ cat dualfit.dat
param k := 20;

[lyan@localhost LPSolver]$ cat runk.sh
#!/bin/bash
if [ $# != 3 ]
then
echo "Usage: runk "
exit 1;
fi

START=$1
END=$2
OUTFILE=$3
if [ -f $OUTFILE ]
then
rm $OUTFILE
fi

for i in `seq $START $END`
do
echo "param k := $i;" > dualfit.dat
cat dualfit.dat >> $OUTFILE
ampl dualfit.run >> $OUTFILE
done