DICOPT

The NEOS Server offers DICOPT for the solution of mixed-integer nonlinearly-constrained optimization problems. Problems can be submitted to DICOPT on the NEOS server in GAMS format.

DICOPT (DIscrete and Continuous OPTimizer) is a solver for mixed integer nonlinear programming (MINLP) problems that involve linear binary or integer variables and linear and nonlinear continuous variables.

DICOPT is based on the extensions of the outer-approximation algorithm for the equality relaxation strategy. The MINLP algorithm inside DICOPT solves a series of NLP and MIP subproblems, which can be solved using any NLP (Nonlinear Programming) or MIP (Mixed-Integer Programming) solver that runs under GAMS. The performance will heavily depend on the choice of the selected subsolvers. Although the algorithm has provisions to handle non-convexities, it does not necessarily obtain the global optimum.

DICOPT was developed by

• Ignacio E. Grossmann, Jagadisan Viswanathan, Aldo Vecchietti; Engineering Research Design Center, Carnegie Mellon University, Pittsburgh, PA
• and Ramesh Raman, Erwin Kalvelagen; GAMS Development Corporation, Washington D.C.

Using the NEOS Server for DICOPT/GAMS

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:

• 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.
• No file creation, i.e. no put files or $echo except for a file named 'results.txt'. Other files created in the GAMS model file will be deleted.

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.