Can we formulate a dynamic programming model in ampl?

[João Flávio de Freitas Almeida]

Hello all, 

Is there a way of formulating a dynamic programming problem in ampl format? If so, which strategy do we have to set to solve it? Is there any simple dynamic programming problem implemented in ampl you could send me for study reasons? 

Best Regards, 

João Flávio F. Almeida

[Robert Fourer]

There are no features specifically in AMPL for dynamic programming.  Basically AMPL is focused on describing optimization models of minimizing or maximizing a function of decision variables, subject to equalities, inequalities, and other forms of constraints on the variables.  Dynamic programming is more of an approach to solving problems, which varies in details depending on the problem to which it is applied.  If for some particular problem you have defined a dynamic programming approach that involves running many similar optimizations, then you might be able to use AMPL to model those optimizations and even possibly an AMPL script to solve them all.  But that would depend on your particular situation.  I do not know of any examples of this being done.

 

Bob Fourer

4...@ampl.com

 

 

From: am...@googlegroups.com [mailto:am...@googlegroups.com]

On Behalf Of João Flávio de Freitas Almeida
Sent: Monday, October 17, 2011 7:56 PM
To: am...@googlegroups.com
Subject: [AMPL 5135] Can we formulate a dynamic programming model in ampl?