Heuristic reasoning in mathematical programming

Article type: Research Article

Authors: Schittkowski, Klaus

Affiliations: Mathematisches Institut, Universität Bayreuth, 8580 Bayreuth, Germany

Abstract: In general terms some situations are described which require the exploitation of heuristics either to solve a mathematical optimization problem or to analyse results. A possibility to implement heuristic knowledge for selecting a suitable algorithm depending on available problem data and information retrieved from the user, is investigated in detail. We describe some inference strategies and knowledge representations that can be used in this case, and the rule-based implementation within the EMP system for nonlinear programming. Case studies are presented which outline on the one hand the heuristic recommendation of an optimization code and the achieved numerical results on the other hand.

Keywords: Mathematical programming, nonlinear optimization, heuristic reasoning, expert systems

DOI: 10.3233/INF-1991-2208

Journal: Informatica, vol. 2, no. 2, pp. 278-310, 1991