Nonlinear Optimization with GAMS /LGO

Janos D. Pinter (jdpinterhfx.eastlink.ca)

Abstract: The Lipschitz Global Optimizer (LGO) software integrates global and local scope search methods, to handle nonlinear optimization models. Here we discuss the LGO implementation linked to the General Algebraic Modeling System (GAMS). First we review the key features and basic usage of the GAMS /LGO solver option, then present reproducible numerical results to illustrate its performance.

Keywords: Nonlinear (global and local) optimization; LGO solver suite; GAMS modeling system; GAMS /LGO solver option; numerical performance; illustrative applications.

Category 1: Global Optimization

Category 2: Optimization Software and Modeling Systems

Citation: Technical report, PCS Inc., 2006. Submitted for publication.

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Entry Submitted: 07/18/2006
Entry Accepted: 08/08/2006
Entry Last Modified: 07/18/2006

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