Mathematical optimization in Lua programming language environment

Abstract

We aim to promote Lua as a scientific programming language. Its features, like dynamic typing, simplicity, expressiveness, speed and extensibility make a perfect combination for efficient scientific framework. We briefly discuss the features that assures a good performance to Lua programming language, and illustrate the relative performances of several programming languages that could be used for similar purposes. Also, we present our API for using AMPL within Lua, and include several listings to describe the usage of the API to set parameters, define objects related to AMPL models, and function calls that operate similarly to some AMPL commands.