The NEOS Server offers the LGO (Lipschitz-Continuous Global Optimizer) solver suite.
Problems can be submitted to LGO in AMPL format on the NEOS server.
LGO is a global-local solver for constrained nonlinear
optimization, assuming continuous model structure. LGO is
particularly suitable to analyze design and operational decisions
related to complete stand-alone 'black box' systems, and to models
that are based on limited, difficult-to-use, confidential, or (due to
ongoing development) often changing analytical information. LGO is
recommended for solving highly nonlinear problems, with the number of
constraints and variables not exceeding a few thousand. Run times can
become substantial for larger problems due to the global search feature,
but LGO can also be used as a local solver.
LGO integrates a suite of robust and efficient global and local scope
optimization strategies. These include the following component
LGO is maintained by Pintér
Consulting Services, Inc. Further information on LGO can be
found on the LGO
The user must submit a model in AMPL
format. Examples are provided in the examples
section of the AMPL website.
The problem must be specified in a model file. A data file and commands
files may also be provided. If the commands file is specified, it must
contain the AMPL solve command; however, it must not contain
the model or data commands. The model and data
files are renamed internally by NEOS.
The commands file may include option settings for the solver. To specify
solver options, add
option lgo_options 'OPTIONS';