A genetic algorithm for automated model formulation

Abstract

The challenge of automating the formulation of optimization models is to produce, from a problem description, a well-formed model, which is a mathematically accurate representation of the real-world decision-making problem being considered, and which is suitable for computational purposes. This can be stated more formally as the automation problem, which is the problem of providing intelligent (i.e. automated) assistance during the formulation stage of the mathematical programming process. In this paper, we explore the need to automate model formulation, thus providing a background on the automation problem. We also detail a solution to the problem which is based on evolutionary search techniques.