Architecting Optimization Algorithms with HorusLP

, Software Pundits
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Operations research and convex optimization is a field of applied mathematics that has found wide-ranging commercial applications over the years. As computing power became more affordable and widely available, researchers began building increasingly sophisticated optimization algorithms to help them make better decisions. Today, applications powered by operations research power everything from routing in global logistics to electricity production smoothing in the energy industry.

As the underlying technology grew in complexity, a new set of tools has been created to help researchers and developers work more productively. These tools, such as AMPL, CVXPY, and PuLP, allow developers to quickly define, build, and run optimization algorithms and interface with a wide variety of solvers.

However, while optimization technologies and business needs continue to grow in sophistication, most of these tools have stayed more or less the same and did not evolve quickly enough to meet industry needs. As a result, developing, managing,

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