The NEOS Server offers LINDOGlobal for the solution of global
optimization problems in GAMS format.
LINDOGlobal employs branch-and-cut methods to break down
a nonlinearly constrained
optimization problem into a list of subproblems. Each subproblem
is analyzed with one of the following results:
Given appropriate tolerances, after a possibly large but finite number of
steps, a solution that is provably global optimal to the tolerances is returned.
- the subproblem is shown to have no feasible or optimal solution
- an optimal solution to the subproblem is found, e.g., because the
subproblem is shown to be convex
- the subproblem is further split into two or more subproblems
that are then placed on the list
The documentation for LINDOGlobal is available on the GAMS LINDOGlobal webpage.
LINDOGlobal is developed Lindo Systems, Inc.
Using the NEOS Server with LINDOGlobal
The user must submit a model in GAMS
format to solve a global optimization problem.
For security purposes, the model
submitted must adhere to the following conventions:
If you are unfamiliar with GAMS, the
GAMS Documentation Center
includes a GAMS Tutorial and User's Guide.
Examples of models in GAMS
format can be found in the
GAMS Model Libraries.
- It must be self contained, i.e., no $include or $batinclude statements.
- It may not execute external programs, i.e., no $call or execute statements.
- It may not create files, i.e., no put files or $echo statements.
The NEOS Server initially 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 the
modeling language for further information.