In one embodiment, a method for optimization using multi-dimensional data includes receiving a problem instance to be solved using an optimization engine. The problem instance is specified in a multi-dimensional format associated with a multi-dimensional data model that includes multiple data dimensions each including a hierarchy of members. The problem instance includes an objective function, an optimization operator, and one or more constraints. The optimization engine is unable to solve the problem instance including the objective function, the optimization operator, and the one or more constraints in the multi-dimensional format. The method also includes, using a transformation module, transforming the problem instance including the objective function, the optimization operator, and the one or more constraints into a format appropriate for the optimization engine and communicating the transformed problem instance including the objective function, the optimization operator, and the one or more constraints to the optimization engine to be solved.