A Modeling Interface to Non-Linear Programming Solvers - An instance: xMPS, the extended MPS format

We present a Modeler-Optimizer Interface (MOI) for general closed form Non-Linear Programs(NLP), which can be used to to transfer NLPs in a clear and simple manner between optimizationcomponents in a distributed environment. We demonstrate how this interface allows rst orderderivative information to be easily calculated on the optimizer's side, using automatic dierentiation,hence removing the bottleneck of communicating derivative information between the modelerand the optimizer....