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PATH

The NEOS Server offers PATH for the solution of nonlinear complementarity problems. Problems can be submitted to PATH on the NEOS server in AMPL or GAMS format.

The NEOS Server provides the current version of the PATH solver. The code is used extensively by economists for solving general equilibrium problems and is well-known to be robust and efficient on the majority of the mixed complementarity problems it encounters. The algorithm successively linearizes the normal map associated with the MCP, thereby generating a sequence of linear mixed complementarity problems. These subproblems are solved by generating a path between the current iterate and the solution of the linear subproblem; the precise details of the path generation scheme are available. A non-monotone backtracking search is performed on this path to garner sufficient decrease in its merit function, the norm of the residual of the normal map. It is known that the solutions of the subproblem will eventually provide descent for the merit function and that local superlinear or quadratic convergence will occur under appropriate conditions. A crash procedure is used to quickly identify an approximation to the active set at the solution; this is based on a projected Newton step for the normal map.

PATH was developed by Steven Dirkse, Michael Ferris, and Todd Munson.

References


Using the NEOS Server for PATH/GAMS


The documentation for GAMS/PATH is available on the GAMS website.

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
To submit an MCP specified in the GAMS modeling language, you need to specify the aboslute path to the 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
The GDX file is an optional file for inputs. It will be renamed in.gdx. The model must include "$GDXIN in.gdx" to load this file.
Return GDX output
If the box is checked, the solver will return a compressed GDX file that contains all symbols in the model.
Return log file
If the box is checked, the log file containing information generated by the solver will be returned with the output.
Comments
You may enter any any additional comments here, for example, 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.