LINDOGlobal

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.

Using the NEOS Server for LINDOGlobal/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.