CONOPT
CONOPT is a feasible path solver based on advanced active set methods, particularly suited for large and sparse models.
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More from GAMS
- GAMSModeling languageGAMS is a modeling system for mathematical optimization that lets users formulate complex problems in a high-level language and run them with different commercial and open-source solvers. All solvers are packaged in a single distribution, making it easy to switch between them and giving customers one point of contact for licensing and support. It also has a Python interface -GAMSPy- for building and solving mathematical optimization models using the GAMS technology stack. It keeps the modeling concepts of GAMS (sets, parameters, variables, equations) but exposes them as Python classes and functions. This allows modelers to stay in the Python ecosystem while using mature GAMS solvers and workflows.
- GAMS use casesUse casesA selection of case studies that demonstrate the diverse application areas of mathematical optimization with GAMS.
- PATHSolverThe PATH solver for MCP models is a Newton-based solver that combines a number of the most effective variations, extensions, and enhancements of this powerful technique.
- PATHNLPSolverPATHNLP is a solver for large nonlinear programming problems that builds on the PATH algorithm, extending it from mixed complementarity problems to general NLPs. PATHNLP is distributed through the GAMS ecosystem.
- SBBSolverSBB is a GAMS solver for Mixed Integer Nonlinear Programming (MINLP) models. It is based on a combination of the standard Branch and Bound (B&B) method known from Mixed Integer Linear Programming and some of the standard NLP solvers already supported by GAMS. SBB can use all GAMS NLP solvers as subsolvers but it works best with NLP solvers that can utilize a near optimal point as a starting point like Conopt, Minos, and Snopt.SBB supports all types of discrete variables supported by GAMS, including Binary, Integer, Semicont, Semiint, Sos1, and Sos2.
Related resources
- LOQOSolverLOQO is a powerful solver for smooth constrained optimization problems, based on interior-point method applied to a sequence of quadratic approximations. Subject to the requirement that the defining functions be smooth (at the points evaluated by the algorithm), LOQO can handle a range of problems: linear or nonlinear, convex or nonconvex, constrained or unconstrained. For convex problems, LOQO finds a globally optimal solution; otherwise, it iterates from the given starting point to find a locally optimal solution.
- MINOSSolverMINOS is an established choice for both linear and nonlinear optimization problems. It incorporates proven methods for large-scale sparse nonlinear constraints, and its methods are especially effective for nonlinear objectives subject to linear and near-linear constraints.
- CVXPYModeling languageCVXPY is an open source Python-embedded modeling language for convex optimization problems. It lets you express your problem in a natural way that follows the math, rather than in the restrictive standard form required by solvers.
- MOPTA challengeChallengeAnnual challenges from the University of Lehigh
- Discord: CVXPYCommunityThe CVXPY Discord community is a group of people who use the CVXPY software to solve convex optimization problems in Python
- NLoptSolverNLopt is a free/open-source library for nonlinear optimization, providing a common interface for a number of different free optimization routines available online as well as original implementations of various other algorithms.