Analyzing Mathematical Programs Using MProbe
Annals of Operations Research , Volume 104 - Issue 1-4 p. 33- 48
Just as modern general-purpose programming languages (e.g., C++, Java) are supported by a suite of tools (debuggers, profilers, etc.), mathematical programming languages need supporting tools. MProbe is an example of a suite of tools supporting a mathematical programming language, in this case AMPL. MProbe includes tools for empirically estimating the shape of nonlinear functions of many variables, nonlinearly-constrained region shape, the effect of the objective shape on the ability to find a global optimum, tools for estimating the effectiveness of constraints and for navigating through the model, among others.