NLPEC

The NEOS Server offers NLPEC for the solution of mixed complementarity problems in GAMS format. The NLPEC solver reformulates the complementarity problem as a nonlinear optimization problem and applies one of the available nonlinear programming methods to the reformulation.

There are many reformulations of a mathematical program with equilibrium constraints (MPEC) model as a standard nonlinear program (NLP) or as a parameterized sequence of NLP models. Given an MPEC, however, the best choice of reformulation strategy is not always clear ahead of time. NLPEC automates the process of model reformulation. It reformulates the original MPEC as an NLP (using one of 23 different reformulation strategies), solves the resulting NLP, and translates the results back for return as an MPEC solution. Some of the reformulations involve a parameterized sequence of NLP models, with a penalty parameter going to zero; this sequence of models is constructed and run by NLPEC. A number of options exist to influence the initial points used by the NLP solvers and the construction of the NLP sequence in the case of parameterized NLP models.

Documentation for GAMS/NLPEC is available on the GAMS/NLPEC webpage. Details can also be found in papers and technical reports by the original developers of NLPEC, Michael Ferris and GAMS Development Corporation.

Using the NEOS Server for NLPEC/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.