[xoroshiro]

Thanks, but it was not really what I was looking for. I was looking for something that feels closer to a DSL than an API. In OR, a language like AMPL (IIRC, by Brian Kernighan) or GAMS is typically used where you define sets, variables, etc. It's something I feel I can more easily share to co-workers with different backgrounds, since it's closer to math, and follows the whole objective function, constraint, etc. organization in OR problems.

If you want to get a feel for it, here's an example in GMPL, which is a subset of AMPL used in GLPK:

https://en.wikibooks.org/wiki/GLPK/GMPL_%28MathProg%29

[tavert]

JuMP and Pyomo are both exactly that. Pyomo is as near as you can get to an AMPL clone with python syntax. JuMP is an optimization DSL using Julia macros.

[xoroshiro]

Maybe I was confusing my terms or something. I think of these as like an API as well, although packaged into a nice library that automates some stuff. So I guess I'll try to describe my ideal scenario instead.

What I was thinking of was a common language that can be used by all solvers. Similar to how C can be compiled by gcc or clang, this language can be used directly with the solver binary. Something like `export CC=my_solver` and `CC -d data.dat -m model.mod`, if you will.

What a lot of these projects do feels like calling a solver by translating it into some format that's different for everyone, whereas I wanted for the solvers to all agree on some language.

Or at the very least, some standard similar to how languages have libraries for something like XML. It would be nice if JuMP and PyOmO could read these standardized formats.

Then again, it's probably a pain to implement and even C compilers implement different extensions. But one can dream.

[tavert]

See the COIN-OR Optimization Services (OS) project for a solver-independent xml format called OSiL. It's functionally equivalent to AMPL .nl format but more human-readable. Unfortunately the osil readers for solvers have more performance problems and bugs than .nl readers, since the AMPL format has been around longer and is commercially supported.

The proprietary part of AMPL is the program that turns human-readable .mod and .dat files into low-level .nl encodings of the problem representation. The .nl format is documented, and there's an MIT licensed library on netlib (and now github too) that reads it and evaluates functions, constraints, gradients, Jacobians, Hessians, etc. (AD is super useful and has been around way longer than the deep learning popularization of it.)

Julia has a low-level solver-independent API called MathProgBase that sits between solver wrappers and modeling languages like JuMP / Convex.jl. It's in the process of being rewritten as MathOptInterface, but it would allow people to write solvers in pure Julia and be usable right away with JuMP.

[wenc]

> whereas I wanted for the solvers to all agree on some language.

Umm, they (mostly) do. Pyomo supports the AMPL .nl format, which means you can call any AMPL solver from Pyomo (most COIN-OR solvers have AMPL interfaces). The AMPL .nl format is the de facto standard for open-source optimization solvers because it's the only open standard, I believe [0].

So you would define your mathematical program in Pyomo (which isn't a terribly challenging syntax compared to AMPL). When you invoke solve, Pyomo will spit out an .nl file and call a solver (which reads the .nl file, solves the problem, and outputs a .sol file which can be read back into Pyomo).

Incidentally this is exactly how it works in AMPL as well -- all the interop is done through .nl and .sol files. I recommend reading [0] to understand how this works.

[0] https://ampl.com/resources/hooking-your-solver-to-ampl/

[xoroshiro]

Oh, wow. I couldn't really figure out which parts of AMPL were proprietary and I guess I immediately dismissed it after that without understanding how it worked.

As for Pyomo, while at first glance I dislike the syntax (it's not as easy to share with others, at least compared to something like GNU MathProg, where the receiver doesn't need to concern themselves with python or julia), I like python enough to maybe give it a try. I'll have to learn more about it though. Thanks to you and the others!

[gugagore]

Why does it matter whether the solvers themselves have a common language if it's possible to make interfaces to solvers that expose a common language?

[xoroshiro]

I guess it doesn't matter that much, but if there were a common language, it would be a nice feature that would allow you to skip the middleman altogether and have simpler dependencies if you know which solvers you want.

It's the common language that matter more though. I've used GAMS in my undergrad, so I'm under the impression that it's had at least some adoption, but it's proprietary AFAIK. I've know some people who use AMPL too, which also seems popular, but I'm not sure about it's licenses.