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Maximal Software




Introduction to Maximal Software
  and the MPL Modeling System

          Presented by
       Bjarni Kristjansson
      Maximal Software, Inc.




    Copyright © 2012 Maximal Software, Inc. All rights reserved
                                                                  1
MPL Seminar Overview


• History and Development of the MPL Modeling System
• Introducing the MPL Free Development Program
• Recent News and Trends in Optimization

• Formulating and Solving Optimization Models in MPL

•   OptiMax – Embedding Optimization in Applications
•   MPL OptiMax for .Net, Python, and Matlab
•   Integrating Native Data Structures with Add methods
•   New MPLLib DLL with C-API Interface

• Multi-Threaded support for MPL OptiMax Servers
• Connecting MPL OptiMax with Web API’s and Web Services
• Deploying Optimization on Mobile/Tablet computers



                 Copyright © 2012 Maximal Software, Inc. All rights reserved
                                                                               2
Maximal Software - History

1987   -   Turbo-Simplex for DOS and Macintosh                                           (LP for PC/Mac)
1989   -   MPL Modeling System introduced                                                (Optimization modeling)
1990   -   Maximal Software opened in the States                                         (Closer to market)
1991   -   MPL Modeling System 2.0                                                       (Extended memory)
1992   -   MPL for Windows and Motif                                                     (Windows 3.0)
1993   -   Database Connection                                                           (Open data access)
1994   -   Maximal Web site, DLL solvers in memory                                       (Web, CallLib.)
1995   -   MPL for Windows 4.0, 32-bit                                                   (Windows 95)
1996   -   Run-times, Embed into Applications                                            (Optimization apps)
1997   -   MPL for Windows 4.1, Full scalability                                         (Very large models)
1999   -   OptiMax 2000 Component Library                                                (RAD/components)
2001   -   Distributed Applications with MPL                                             (Web services)
2002   -   Stochastic Extensions for MPL                                                 (MPL/SPInE)
2004   -   Open Source, CoinMP and Global Solvers                                        (New solvers)
2005   -   XML Support, APO, SAP                                                         (Connectivity)
2007   -   New Solvers, MOPS, KNITRO, Hessian                                            (Nonlinear)
2008   -   Stochastic Extensions, Free Academic Program                                  (Stochastic)
2009   -   Free Development Copies of MPL                                                (Free software)
2010   -   MPL for Python, MPL for .NET                                                  (Deployment)
2011   -   Thread-safe, Add Native Data, C-API, MPL for Matlab                           (Servers)
                           Copyright © 2012 Maximal Software, Inc. All rights reserved                             3
                                                                                                   3
Algebraic Modeling Languages


Independent Modeling Languages
   •   MPL
   •   GAMS
   •   AMPL
   •   AIMMS


Solver Modeling Languages
   • MOSEL / XPressMP
   • OPL Studio
   • LINGO




                 Copyright © 2012 Maximal Software, Inc. All rights reserved       4
                                                                               4
Choosing a Modeling Language


•   Modeling Language (complete, easy-to-learn)
•   Multiple platforms (Windows, Motif, Mac)
•   Open Design (multiple solvers/databases)
•   Indexing (powerful sparse index and data handling)
•   Scalability (millions of rows/columns)
•   Memory Management (dynamic/own heap manager)
•   Speed (nonzeros per minute)
•   Robust (very stable code, years of testing)
•   Deployment (embed into applications)
•   Price (development, runtimes, multiple, servers)




                    Copyright © 2012 Maximal Software, Inc. All rights reserved
                                                                                  5
MPL Integrated Model
                Development Environment


MPL Modeling System
  •   Graphical User Interface
  •   Algebraic Modeling Language
  •   Database Connection
  •   Direct Link to Solvers
  •   Option Dialog Boxes
  •   Run-times/End-user Applications
  •   On-line Help




                 Copyright © 2012 Maximal Software, Inc. All rights reserved
                                                                               6
MPL - Data Sources


Text Files
     • Dense Data Files
     • Sparse Data Files
Binary Files
     • GDX Files (GAMS) New!
Spreadsheets
     • Excel Automation
Databases
     • ODBC
     • Access
     • Excel Lists
     • Oracle (OCI)
ERP
     • SAP         New!
XML                New!



                    Copyright © 2012 Maximal Software, Inc. All rights reserved       7
                                                                                  7
MPL - Solver Support

•   CPLEX 12.5                            (LP, MIP, BAR, MIQP)
•   GUROBI 5.0                            (LP, MIP, BAR, MIQP)
•   XPRESS                                (LP, MIP, BAR, MIQP)
•   FortMP                                (LP, MIP, BAR, MIQP)
•   LindoAPI                              (LP, MIP, BAR, MIQP, NLP, MINLP)
•   SULUM New!                            (LP, MIP)
•   XA                                    (LP, MIP)

• CoinMP                                  (LP, MIP)
• GLPK                                    (LP, MIP, BAR)
• LPSolve                                 (LP, MIP)

•   CONOPT                                (LP, NLP)
•   KNITRO                                (LP, MIP, NLP, MINLP)
•   LSGRG2                                (LP, NLP)
•   LGO                                   (NLP Global)
•   PATH                                  (Complementarity)
•   BendX                                 (Stochastic)

             Copyright © 2012 Maximal Software, Inc. All rights reserved
                                                                           8
Maximal Software Web Site


Maximal Web site completely redesigned
•   Product Information
•   MPL User Manual
•   On-Line Tutorials
•   Free Software Downloads
•   Request Information
•   Model Library / Examples
•   Knowledge Base/FAQ
•   Slide Presentations / Papers

                 www.maximalsoftware.com



                Copyright © 2012 Maximal Software, Inc. All rights reserved
                                                                              9
New Release of MPL


Release 4.2n:
   • MPL OptiMax for Python (PYD files)
   • MPL OptiMax for .Net (CSharp/VB)
   • MPL Connection for Matlab (MEX files)
   • C-API interface for MplLib42.dll (with over 600 functions)
   • Multiple new objects, methods and properties for OptiMax
   • Seamless integration with most native data structures in
     Python and CSharp/VB
   • Lot of new MPL and OptiMax samples in various
     programming languages
   • MPL OptiMax Server version with full multi-threaded
     support


                Copyright © 2012 Maximal Software, Inc. All rights reserved
                                                                              10
Recent News in Optimization


Major News in the Field of Optimization during 2008:

  •   DASH purchase by Fair Isaac                                               (Feb 2008)
  •   Gurobi Optimization is started                                            (Apr 2008)
  •   IBM Announces plan to purchase ILOG                                       (Jul 2008)
  •   Microsoft releases MS Solver Foundation                                   (Sep 2008)
  •   Gurobi LP/MIP 1.0 solver is released                                      (Dec 2008)
  •   ILOG purchase by IBM finalized                                            (Jan 2009)


          2008 was Truly the Year of the Change!




                  Copyright © 2012 Maximal Software, Inc. All rights reserved
                                                                                         11
Recent Trends in Optimization


Current Major Trends in IT and Optimization:
 •   New Solvers Released
 •   Parallel Computing
 •   Grids and Clouds
 •   Virtual Machines


Changes how Optimization will be Sold in the Future:
 • Subscription based pricing
 • Floating / Network Licenses
 • Increased importance of runtime licenses



                 Copyright © 2012 Maximal Software, Inc. All rights reserved
                                                                               12
Virtual Machines for Development & Testing


Virtualization
 •   Create virtual machines in a folder
 •   Behaves like physical machine with few exceptions
 •   Good for development and testing, not only servers
 •   Multiple operating systems running simultaneously
 •   64-bit vs. 32-bit, Linux vs. Windows, etc.
 •   New processors optimized for virtualization
 •   Good use of multi-core machines
 •   Snapshots allows restoring to an earlier state
 •   Can be duplicated and moved between machines
 •   Software: VMWare, Microsoft, Xen (open-source)



                   Copyright © 2012 Maximal Software, Inc. All rights reserved
                                                                                 13

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Seminar: Introduction to Maximal Software and the MPL Modeling System - Oct 2012

  • 1. Maximal Software Introduction to Maximal Software and the MPL Modeling System Presented by Bjarni Kristjansson Maximal Software, Inc. Copyright © 2012 Maximal Software, Inc. All rights reserved 1
  • 2. MPL Seminar Overview • History and Development of the MPL Modeling System • Introducing the MPL Free Development Program • Recent News and Trends in Optimization • Formulating and Solving Optimization Models in MPL • OptiMax – Embedding Optimization in Applications • MPL OptiMax for .Net, Python, and Matlab • Integrating Native Data Structures with Add methods • New MPLLib DLL with C-API Interface • Multi-Threaded support for MPL OptiMax Servers • Connecting MPL OptiMax with Web API’s and Web Services • Deploying Optimization on Mobile/Tablet computers Copyright © 2012 Maximal Software, Inc. All rights reserved 2
  • 3. Maximal Software - History 1987 - Turbo-Simplex for DOS and Macintosh (LP for PC/Mac) 1989 - MPL Modeling System introduced (Optimization modeling) 1990 - Maximal Software opened in the States (Closer to market) 1991 - MPL Modeling System 2.0 (Extended memory) 1992 - MPL for Windows and Motif (Windows 3.0) 1993 - Database Connection (Open data access) 1994 - Maximal Web site, DLL solvers in memory (Web, CallLib.) 1995 - MPL for Windows 4.0, 32-bit (Windows 95) 1996 - Run-times, Embed into Applications (Optimization apps) 1997 - MPL for Windows 4.1, Full scalability (Very large models) 1999 - OptiMax 2000 Component Library (RAD/components) 2001 - Distributed Applications with MPL (Web services) 2002 - Stochastic Extensions for MPL (MPL/SPInE) 2004 - Open Source, CoinMP and Global Solvers (New solvers) 2005 - XML Support, APO, SAP (Connectivity) 2007 - New Solvers, MOPS, KNITRO, Hessian (Nonlinear) 2008 - Stochastic Extensions, Free Academic Program (Stochastic) 2009 - Free Development Copies of MPL (Free software) 2010 - MPL for Python, MPL for .NET (Deployment) 2011 - Thread-safe, Add Native Data, C-API, MPL for Matlab (Servers) Copyright © 2012 Maximal Software, Inc. All rights reserved 3 3
  • 4. Algebraic Modeling Languages Independent Modeling Languages • MPL • GAMS • AMPL • AIMMS Solver Modeling Languages • MOSEL / XPressMP • OPL Studio • LINGO Copyright © 2012 Maximal Software, Inc. All rights reserved 4 4
  • 5. Choosing a Modeling Language • Modeling Language (complete, easy-to-learn) • Multiple platforms (Windows, Motif, Mac) • Open Design (multiple solvers/databases) • Indexing (powerful sparse index and data handling) • Scalability (millions of rows/columns) • Memory Management (dynamic/own heap manager) • Speed (nonzeros per minute) • Robust (very stable code, years of testing) • Deployment (embed into applications) • Price (development, runtimes, multiple, servers) Copyright © 2012 Maximal Software, Inc. All rights reserved 5
  • 6. MPL Integrated Model Development Environment MPL Modeling System • Graphical User Interface • Algebraic Modeling Language • Database Connection • Direct Link to Solvers • Option Dialog Boxes • Run-times/End-user Applications • On-line Help Copyright © 2012 Maximal Software, Inc. All rights reserved 6
  • 7. MPL - Data Sources Text Files • Dense Data Files • Sparse Data Files Binary Files • GDX Files (GAMS) New! Spreadsheets • Excel Automation Databases • ODBC • Access • Excel Lists • Oracle (OCI) ERP • SAP New! XML New! Copyright © 2012 Maximal Software, Inc. All rights reserved 7 7
  • 8. MPL - Solver Support • CPLEX 12.5 (LP, MIP, BAR, MIQP) • GUROBI 5.0 (LP, MIP, BAR, MIQP) • XPRESS (LP, MIP, BAR, MIQP) • FortMP (LP, MIP, BAR, MIQP) • LindoAPI (LP, MIP, BAR, MIQP, NLP, MINLP) • SULUM New! (LP, MIP) • XA (LP, MIP) • CoinMP (LP, MIP) • GLPK (LP, MIP, BAR) • LPSolve (LP, MIP) • CONOPT (LP, NLP) • KNITRO (LP, MIP, NLP, MINLP) • LSGRG2 (LP, NLP) • LGO (NLP Global) • PATH (Complementarity) • BendX (Stochastic) Copyright © 2012 Maximal Software, Inc. All rights reserved 8
  • 9. Maximal Software Web Site Maximal Web site completely redesigned • Product Information • MPL User Manual • On-Line Tutorials • Free Software Downloads • Request Information • Model Library / Examples • Knowledge Base/FAQ • Slide Presentations / Papers www.maximalsoftware.com Copyright © 2012 Maximal Software, Inc. All rights reserved 9
  • 10. New Release of MPL Release 4.2n: • MPL OptiMax for Python (PYD files) • MPL OptiMax for .Net (CSharp/VB) • MPL Connection for Matlab (MEX files) • C-API interface for MplLib42.dll (with over 600 functions) • Multiple new objects, methods and properties for OptiMax • Seamless integration with most native data structures in Python and CSharp/VB • Lot of new MPL and OptiMax samples in various programming languages • MPL OptiMax Server version with full multi-threaded support Copyright © 2012 Maximal Software, Inc. All rights reserved 10
  • 11. Recent News in Optimization Major News in the Field of Optimization during 2008: • DASH purchase by Fair Isaac (Feb 2008) • Gurobi Optimization is started (Apr 2008) • IBM Announces plan to purchase ILOG (Jul 2008) • Microsoft releases MS Solver Foundation (Sep 2008) • Gurobi LP/MIP 1.0 solver is released (Dec 2008) • ILOG purchase by IBM finalized (Jan 2009) 2008 was Truly the Year of the Change! Copyright © 2012 Maximal Software, Inc. All rights reserved 11
  • 12. Recent Trends in Optimization Current Major Trends in IT and Optimization: • New Solvers Released • Parallel Computing • Grids and Clouds • Virtual Machines Changes how Optimization will be Sold in the Future: • Subscription based pricing • Floating / Network Licenses • Increased importance of runtime licenses Copyright © 2012 Maximal Software, Inc. All rights reserved 12
  • 13. Virtual Machines for Development & Testing Virtualization • Create virtual machines in a folder • Behaves like physical machine with few exceptions • Good for development and testing, not only servers • Multiple operating systems running simultaneously • 64-bit vs. 32-bit, Linux vs. Windows, etc. • New processors optimized for virtualization • Good use of multi-core machines • Snapshots allows restoring to an earlier state • Can be duplicated and moved between machines • Software: VMWare, Microsoft, Xen (open-source) Copyright © 2012 Maximal Software, Inc. All rights reserved 13