The NEOS Server offers LINDOGlobal for the solution of global optimization problems and mixed-integer nonlinear-constrained problems in AMPL and GAMS formats.
LINDO Global finds guaranteed globally optimal solutions to general nonlinear problems with continuous and/or discrete variables. The LINDO global optimization procedure (GOP) employs branch-and-cut methods to break a nonlinear programming model into a list of subproblems. Each subproblem is analyzed; the result of the analysis is one of the following: a) the subproblem is shown to not have a feasible or optimal solution, b) an optimal solution to the subproblem is found, e.g., because the subproblem is shown to be convex, or c) the subproblem is further split into two or more subproblems, which are then placed on the list. Given appropriate tolerances, a solution is returned that is provably globally optimal to the tolerance.
LINDO Global is developed by Lindo Systems, Inc, which offers the LINDO API. The LINDO API is a library of optimization solvers and mathematical programming tools that allows users to create their own optimization applications. The documentation for LINDOGlobal is available on the GAMS LINDOGlobal webpage.
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
solve
model
data
option lindoglobal_options 'OPTIONS';