The NEOS Server offers MILES for the solution of mixed complementarity
problems in GAMS format.
MILES is a Fortran program for solving nonlinear complementarity problems
and nonlinear systems of equations. The solution procedure is a generalized
Newton method with a backtracking line search. This code is based on an
algorithm investigated by Mathiesen (1985) who proposed a modeling format
and sequential method for solving economic equilibrium models. In this
implementation, subproblems are solved as linear complementarity problems
(LCPs), using an extension of Lemke's almost-complementary pivoting scheme
in which upper and lower bounds are represented implicitly. The linear
solver employs the basis factorization package LUSOL, developed by Gill et
MILES was originally developed by
The documentation for MILES is available on the
The user must submit a model in GAMS
format to solve an optimization problem. For security purposes, the model
submitted must adhere to the following conventions:
If you are unfamiliar with GAMS, the
GAMS Documentation includes a
GAMS Tutorial and
Examples of models in GAMS format can be found in the
GAMS model library.
By default, the NEOS Server 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 GAMS output
for further information.
You may optionally submit an options file if you wish to override the default parameter settings for the solver.
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.
<modelname>.optfile = 1 ;
optfile = 1