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
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