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
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
PATH was developed by
and Todd Munson.
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