Hierarchical index sets in algebraic modelling languages

Multi-dimensional algebraic modelling languages make extensive use of simple and compound index sets. In this paper the multi-dimensional modelling paradigm is extended with the concept of a hierarchical index set to support the use of hierarchical data structures. The appropriate reference and indexing mechanisms are introduced, together with mechanisms to support various set operations. Special attention is paid to the Cartesian product of two hierarchical index sets. The modelling of multi-stage programming models is supported through the introduction of a hierarchical indexing mechanism. The extensions proposed in this paper are compared to existing facilities designed to support the modelling of hierarchical structures

A branch-and-bound methodology within algebraic modelling systems

Through the use of application-specific branch-and-bound directives it is possible to find solutions to combinatorial models that would otherwise be difficult or impossible to find by just using generic branch-and-bound techniques within the framework of mathematical programming. {\sc Minto} is an example of a system which offers the possibility to incorporate user-provided directives (written in {\sc C}) to guide the branch-and-bound search. Its main focus, however, remains on mathematical programming models. The aim of this paper is to present a branch-and-bound methodology for particular combinatorial structures to be embedded inside an algebraic modelling language. One advantage is the increased scope of application. Another advantage is that directives are more easily implemented at the modelling level than at the programming level