ASA

The NEOS Server offers ASA (Adaptative Simulated Annealing) for the solution of simple bound constrained optimization problems in AMPL format.

Additionally other constraint types may also be added. For an unfeasible point the user defined objective function will return an invalid state, therefore a TOO_MANY_INVALID_STATES error may occur for problems where it is difficult to obtain feasible points. ASA makes no use of derivative information of the objective function (so modest problem size should be submitted).

For further information about ASA interface to AMPL, contact aivaz@dps.uminho.pt. For further information about ASA contact the ASA author. Examples of models in AMPL format can be found in the PSwarm homepage.

The following is a list of options for ASA that the user may set via the AMPL input files. For example, option asa_options "maxf=1000";

• acceptance_frequency_modulus - Acceptance frequency modulus (integer)
• accepted_to_generated_ratio - Accepted to generated ratio (double)
• cost_parameter_scale - Cost parameter scale (double)
• cost_precision - Cost precision (double)
• delta_x - Delta x (double)
• generated_frequency_modulus - Generated frequency modulus (integer)
• include_integer_parameters - Include integer parameters (integer)
• initial_parameter_temperature - Initial parameters temperature (double)
• limit_acceptances - Limit acceptances (integer)
• limit_generated - Limit generated times problem dimension (integer)
• limit_invalid - Limit invalid (integer)
• maxf - Maximum number of function evaluations (integer)
• maximum_cost_repeat - Maximum cost repeat (integer)
• number_cost_samples - Number cost samples (integer)
• rand_seed - Ramdom seed (integer)
• reanneal_cost - Reanneal cost (integer)
• reanneal_parameters - Reanneal parameters (integer)
• sequential_parameters - Sequential parameters (integer)
• temperature_anneal_scale - Temperature anneal scale (double)
• temperature_ratio_scale - Temperature ratio scale (double)
• user_initial_parameters - User initial parameters (integer)

Using the NEOS Server for ASA/AMPL

The user must submit a model in AMPL format. Examples are provided in the examples section of the AMPL website.

The problem must be specified in a model file. A data file and commands files may also be provided. If the commands file is specified, it must contain the AMPL solve command; however, it must not contain the model or data commands. The model and data files are renamed internally by NEOS.

The commands file may include option settings for the solver. To specify solver options, add

  option asa_options 'OPTIONS';