The NEOS Server offers NLPEC for the solution of mixed complementarity
problems in GAMS format. The NLPEC solver
reformulates the complementarity problem as a nonlinear optimization problem
and applies one of the available nonlinear programming methods to the
There are many reformulations of a mathematical program with equilibrium
constraints (MPEC) model as a standard nonlinear program (NLP) or as a
parameterized sequence of NLP models. Given an MPEC, however, the best
choice of reformulation strategy is not always clear ahead of time. NLPEC
automates the process of model reformulation. It reformulates the original
MPEC as an NLP (using one of 23 different reformulation strategies), solves
the resulting NLP, and translates the results back for return as an MPEC
solution. Some of the reformulations involve a parameterized sequence of NLP
models, with a penalty parameter going to zero; this sequence of models is
constructed and run by NLPEC. A number of options exist to influence the
initial points used by the NLP solvers and the construction of the NLP
sequence in the case of parameterized NLP models.
Documentation for GAMS/NLPEC is available on the GAMS/NLPEC
webpage. Details can also be found in papers and technical reports by the
original developers of NLPEC, Michael Ferris and GAMS
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