NEOS Server Home

NEOS Interfaces to NLPEC

Sample Submissions
WWW Form - Email - XML-RPC

NLPEC

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 reformulation.

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 Development Corporation.


Using the NEOS Server for NLPEC/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 User's Guide. 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.

Web Submission Form
Model File
You can submit an optimization problem specified in the GAMS modeling language to be solved using the optimization tools on the NEOS Server. You need to specify the absolute path to a GAMS file on your system.
Options File
The Options file is optional and requires that the statement <modelname>.optfile = 1 ; exist before the solve statement in your model file. At this time, only optfile = 1 is supported; however, options may also be specified within the model input file (see the GAMS documentation).
GDX File
Optional GDX file for inputs. This file will be renamed to in.gdx. The model must include "$GDXIN in.gdx" to load this file.
Return GDX output
The solver will return a compressed GDX file which contains all symbols in the model.
Return log file
The log file contains information generated by the algorithm during a solve. Checking the box will cause the log file to be included in the output returned.
Comments
Enter any additional comments here (e.g. to identify the data for your own information). These comments will be returned with your results.
Additional Settings
Dry run: generate job XML instead of submitting it to NEOS
Short Priority: submit to higher priority queue with maximum CPU time of 5 minutes
E-Mail address:
Please do not click the 'Submit to NEOS' button more than once.