COIN-OR and Open-Source Events
INFORMS Annual Meeting 2004

Presentations, workshops, and user-group meetings on open-source software at the INFORMS Annual Meeting 2004. To facilitate session hopping, all talks in a session are listed. The non-open-source talks in listed in grey.

The COIN-OR User Group Meeting will be held Monday, October 25, 12:15 to 1:15 in Plaza Court 8, Adams Mark Hotel. The meeting announcement is slated to appear in the official program.

To update the information on this page, send a note.

COIN-OR Exhibits: Sunday, October 24, 2004, through Tuesday, October 26, 2004

Coordinator: Robin Lougee-Heimer, IBM Research,
Setup Leader: Laszlo Ladanyi, IBM Research,
Location: Conference Exhibit Area.
The COIN-OR Initiative will have a booth in the conference Exhibit Area, thanks to the generosity of INFORMS. Stop by with your questions, feedback, and ideas. Anyone interested in volunteering to staff the booth is welcome; send a note or simply stop by the booth to coordinate hours.

Session: Sunday October 24, 08:00 - 9:30

Title: XML, Open Source Software, and Optimization
Chair: Gordon Bradley, Naval Postgraduate School,
  • Title: An XML-Based Standard Form for Linear Programming Problem Instances

    Lead: Kipp Martin, University of Chicago,
    Co-author: Robert Fourer, Northwestern University,
    Leo Lopes, Leo Lopes,
    Abstract: One way to encourage modeling language and solver compatibility is to use a standard representation of a problem instance. We present LPFML Schema, a W3C Schema for representing linear programming problem instances in XML. We describe a library of open-source C++ classes that facilitate the exchange of information between modeling languages and solvers. We show how these classes are used to provide previously unavailable modeling language-solver connections.

  • Title: Network and Graph Markup Language (NaGML)

    Lead: Gordon Bradley, Naval Postgraduate School,
    Abstract: The Network and Graph Markup Language (NaGML) is a family of xml languages for network and graph data files. The topology, node properties, and arc properties are validated against the user's specification for the data values. NaGML is a part of a component architecture that reads, validates, processes, displays, and writes network and graph data.

  • Title: Panel Discussion: Optimization Web Services Panel: Next Steps

    Lead: Leo Lopes, Leo Lopes,
    Co-author: Gordon Bradley, Naval Postgraduate School,
    Obi Ezechukwu, United Kingdom,
    Robert Fourer, Northwestern University,
    Kipp Martin, University of Chicago,
    Matthew Saltzman, Clemson University,
    Abstract: This panel will briefly summarize progress and new developments since the first discussions on Standards and Web Services at INFORMS Miami Beach 2001. It will then open the floor for discussions about next steps in Standardization and Development, and provide a forum for user feedback.

Discussion: XML Standards for LP Representation: Sunday, October 24, 2004, 11:30 AM

Coordinator: Kipp Martin, University of Chicago,
Location: same room as "XML and Web Services in Optimization" session ending at 11:30AM.
Discussion on the issue of establishing an XML standard for representing linear programming instances, with the ideal of drafting a proposal for an OASIS Technical Committee.

Reception: IOL Welcomes COIN-OR to the INFORMS Server: Sunday, October 24, 2004, 6-7 PM

Coordinator: Matthew Saltzman, Clemson University,
Location: Governor's Square 16, Adams Mark Hotel.
INFORMS On-Line (IOL) invites all attendees to a reception celebrating the move of the COIN-OR resources to the INFORMS server. Light refreshments will be served.

COIN-OR Users Group Meeting: Monday October 25, 2004, 12:15-1:15 PM

Coordinator: Robin Lougee-Heimer, IBM Research,
Location: Plaza Court 8, Adams Mark Hotel
Agenda: Report on progress, INFORMS hosting status, and Open Q & A time. If you would like to talk or propose a discussion item, send a post to the coin-discuss mailing list available at

Session: Tuesday October 26, 08:00 - 09:30

Title: COIN-OR: Open-Source Software for OR
Chair: Robin Lougee-Heimer, IBM Research,
  • Title: The COIN-OR Foundation, Inc: A nonprofit corporation for OR software resources

    Lead: Matthew Saltzman, Clemson University,
    Co-author: Robin Lougee-Heimer, IBM Research,
    Abstract: The COIN-OR Foundation, Inc (est. 2004) is a nonprofit corporation dedicated to the development, maintenance, and distribution of open-source resources for the computational OR community (e.g., data, models, open interfaces, algorithmic frameworks, component libraries). The COIN-OR Foundation builds on the accomplishments of the COIN-OR project (est. 2000), and is hosted by INFORMS at We will present a status report on the COIN-OR resources and describe the new organization.

  • Title: Linking GAMS to Solvers using the COIN-OR Open Solver Interface

    Lead: Steven Dirkse, GAMS Development Corp.,
    Co-author: Michael Bussieck, GAMS Development Corp,
    Abstract: The General Algebraic Modeling System (GAMS) is a commercial modeling system for mathematical programming problems. In this talk, we describe our experience developing the GAMS/COIN-OR link. This recently developed link allows GAMS users to connect their customized algorithms to a variety of solvers using one interface the COIN-OR Open Solver Interface (OSI). This work illustrates the potential of open-source software and open standards to speed the deployment of research into practice.

  • Title: Mixed-Integer Rounding Inequalities for COIN-OR

  • Lead: Joao Goncalves, Lehigh University,
    Co-author: Laszlo Ladanyi, IBM Research,
    Abstract: Mixed-Integer Rounding (MIR) inequalities play a central role in the development of strong cutting planes for mixed-integer programs. In this talk, we present our experience in developing a reference implementation of MIR Inequalities for the COIN-OR Cut Generation Library. The new implementation is available for reuse, research, and enhancements under an open-source license at

Session: Tuesday October 26, 10:00 - 11:30

Title: Algorithms and Software for Linear Programming
Chair: Nick Sahinidis, University of Illinois,
  • Title: Implementing a Generalized Dual Pivoting Scheme

    Lead: Lou Hafer, Simon Fraser University,
    Abstract: Generalized dual pivoting attempts to use primal bound-to-bound flips to increase the allowable dual motion for a pivot. This talk will describe the implementation of this idea in dylp: what worked, what didn't, and some serendipitous benefits. Computational experience with netlib and miplib problems will be provided.

  • Title: The LP Dual Active Set Algorithm

    Lead: William Hager, University of Florida,
    Co-author: Timothy Davis, University of Florida,
    Abstract: We present a factorization-based implementation of the LP Dual Active Set Algorithm. This implementation exploits a proximal approximation to the dual function, a strategy for dropping inactive equations from the constraints, and recently developed algorithms for updating a sparse Cholesky factorization after a small rank change. We compare solution times to those of simplex and barrier algorithms, as implemented in CPLEX, using the Netlib LP Test Problems.

  • Title: A Solver for Dense LP Problems

    Lead: Richard Van Slyke, Polytechnic University,
    Co-author: Gavriel Yarmish, Brooklyn College,
    Abstract: We discuss a LP solver, retroLP, based on the standard form of the simplex method that is freely available for non-commercial research applications. It is effective for dense problems and can easily be modified to make a scalable, coarse grained, distributed solver using clusters. We will address at a high level: (1) How dense does a problem need to be for retroLP to offer benefits; (2) what applications tend to lead to dense LPs; and (3) how scalable can the distributed extension be?

  • Title: An Independent Evaluation of Continuous LP Codes

    Lead: Hans Mittelmann, Arizona State University,
    Abstract: We will report on the performance of continuous LP programs for medium and larger size problems. Both simplex-based and interior point codes will be considered. The comparison includes several free codes and contrasts their performance with that of a few commercial products.

Session: Tuesday October 26, 10:00 - 11:30

Title: Integer Programming Software
Chair: Ted Ralphs, Lehigh University,
  • Title: DECOMP: A Framework for Decomposition and Dynamic Cut Generation in Integer Programming

    Lead: Matthew Galati, SAS Institute,
    Co-author: Ted Ralphs, Lehigh University,
    Abstract: Decomposition techniques such as Lagrangian Relaxation and Dantzig-Wolfe decomposition are well-known methods of developing bounds for discrete optimization problems. We draw connections between these classical approaches and techniques based on dynamic cut generation. We discuss methods for integrating cut generation and decomposition in a number of different contexts and present DECOMP, an open-source framework that provides a uniform interface for implementation of these various techniques.

  • Title: A Framework for Implementing Parallel Tree Search Algorithms
    Lead: Yan Xu, SAS Institute Inc.,
    Co-author: Laszlo Ladanyi, IBM Research,
    Ted Ralphs, Lehigh University,
    Matthew Saltzman, Clemson University,
    Abstract: ALPS is a framework for implementing and parallelizing tree search algorithms. It employs a number of features to improve scalability and support the implementation of data intensive algorithms. Implementing such algorithms in a scalable manner is challenging. We describe the design of ALPS and how the design addresses these challenges. We present two sample applications built with ALPS and preliminary computational results.

  • Title: The New COIN-OR Open Solver Interface

    Lead: Matthew Saltzman, Clemson University,
    Abstract: The new COIN-OR Open Solver Interface (OSI) is a flexible, extensible C++ class library for building and managing optimization models and for using callable solver libraries. We will describe the new OSI architecture, user calls for building and solving models, and solver interface construction.

Session: Wednesday October 27, 08:00 - 09:30

IPOPT, A software package for nonlinear optimization

Chair: Robin Lougee-Heimer, IBM Research,

  • Title: IPOPT, A software package for nonlinear optimization

    Lead:   Carl Laird, Carnegie Mellon University, Chemical Engineering Department,
    Co-author: Larry Biegler, Carnegie Mellon University
    Andreas Waechter, IBM Research,

    Abstract: The optimization package, IPOPT (available on, has been shown to be robust and efficient for large-scale, nonlinear optimization problems. We present the numerical algorithm, illustrate the use of the package, and show how the object-oriented software design allows problem specific specialization.