The NEOS Server offers CONOPT for the solution of nonlinearly constrained optimization problems in GAMS format.
CONOPT is a feasible path method based on the GRG algorithm. CONOPT is well suited for models with very non-linear constraints. It is a fast method for finding a first feasible solution that is particularly well suited for models with few degrees of freedom. Also, if you have a model where many equations can be solved one by one, CONOPT will take advantage of this property. Similarly, intermediate variables only used to define objective function terms are eliminated from the model and the constraints are moved into the objective function.
CONOPT was developed by ARKI Consulting and Development Bagsvaerdvej 246 A DK-2880 Bagsvaerd, Denmark
An option file can be used to specify CONOPT options. Currently, the NEOS Server can only use optfile=1 with GAMS input. Therefore, any model that specifies a different options file will not work as intended.
The NEOS Server initially limits the amount of output generated in the listing file by turning off the symbol and unique element list, symbol cross references, and restricting the rows and columns listed to zero. This behavior can be changed by specifying the appropriate options in the model file. See the documentation on the modeling language for further information.
You can submit an optimizatino problem specified in the GAMS modeling language to be solved using the optimization tools on the NEOS Server. You need to specify the absolute path to a GAMS file on your system. Model File:
<modelname>.optfile = 1 ;
optfile = 1
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