The NEOS Server offers AlphaECP
for the solution of mixed-integer nonlinear
optimization problems in GAMS format.
AlphaECP is based on the extended cutting plane (ECP) method,
an extension of Kelley's cutting plane method, which was originally
given for convex NLP problems. The method requires only the solution
of a MIP subproblem in each iteration. The MIP subproblems can be
solved to optimality, to feasibility or to only
an integer-relaxed solution in intermediate iterations. This makes
the ECP algorithm efficient and easy to implement.
Documentation for AlphaECP is available on the
AlphaECP is developed by Tapio Westerlund and Toni Lastusilta of
Abo Akademi University in Finland.
Using the NEOS Server for AlphaECP
The user must submit a model in GAMS
format to solve a mixed-integer nonlinear 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 and an
is also available.
- It must be self-contained, i.e., no $include or $batinclude statements.
- It must not execute external programs, i.e., no $call or execute statements.
- It must 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.