NEOS Interfaces to NLPEC

Sample Submissions


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:

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.

Web Submission Form
Model File
Upload the GAMS model file.
Options File
The solver options file is optional. If provided, the statement <modelname>.optfile = 1 ; is required before the solve statement in your model file. Only optfile = 1 is supported, however, options also may be specified within the model input file (see the GAMS documentation).
Parameters File
A secondary parameters file may be uploaded to NEOS. This file is optional. Note that some settings are overwritten by NEOS default settings. (See GAMS Call and CL Parameters for more details.)
GDX File
Optional GDX file for inputs. This file will be renamed to "in.gdx". The model must include "$GDXIN in.gdx" to load this file.
GAMS Restart File
A GAMS restart file can be submitted to NEOS. (See GAMS Save and Restart for more details.)
Return GDX output
Check the box to have the solver return a compressed GDX file that contains all of the symbols in the model.
Return GAMS listing file
Check the box to include the GAMS listing file in returned output.
Return log file
The log file contains information generated by the algorithm during a solve. Checking the box will cause the log file to be included in the output returned.
Enter any additional comments here (e.g. to identify the data for your own information). These comments will be returned with your results.
Additional Settings

E-Mail address:
Please do not click the 'Submit to NEOS' button more than once.