GAMS/LGO Nonlinear Solver Suite: Key Features, Usage, and Numerical Performance

Janos D. Pinter (jdpinterhfx.eastlink.ca)

Abstract: The LGO solver system integrates a suite of efficient global and local scope optimization strategies. LGO can handle complex nonlinear models under ‘minimal’ (continuity) assumptions. The LGO implementation linked to the GAMS modeling environment has several new features, and improved overall functionality. In this article we review the solver options and the usage of GAMS/LGO. We also present reproducible numerical test results, to illustrate the performance of the different LGO solver algorithms on a widely used global optimization test model set available in GAMS.

Keywords: Nonlinear (convex and global) optimization; GAMS modeling system; LGO solver suite; GAMS/LGO usage and performance analysis.

Category 1: Optimization Software and Modeling Systems

Category 2: Optimization Software and Modeling Systems (Optimization Software Benchmark )

Category 3: Applications -- OR and Management Sciences

Citation: Research report, PCS Inc., Halifax, NS, Canada; November 2003. Submitted for publication.

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Entry Submitted: 11/30/2003
Entry Accepted: 12/01/2003
Entry Last Modified: 11/30/2003

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