CONOPT

The NEOS Server offers CONOPT for the solution of nonlinearly constrained optimization problems. Problems can be submitted to CONOPT on the NEOS server in AMPL or GAMS format.

CONOPT is a solver for general nonlinear programming models with sparse nonlinear constraints. It is a feasible-path method based on the GRG (generalized reduced gradient) algorithm. CONOPT is well-suited to models with very nonlinear constraints. It is a fast method for finding an initial feasible solution that is particularly well-suited to models with few degrees of freedom. Also, for models where many equations can be solved one by one, CONOPT will take advantage of this property. Similarly, CONOPT eliminates from the model intermediate variables only used to define objective function terms and moves the constraints into the objective function.

CONOPT was developed and is currently maintained by ARKI Consulting and Development A/S in Bagsvaerdvej, Denmark. For more information, visit the CONOPT website.

Reference:

• Drud, A. S. 1994. CONOPT -- A Large Scale GRG Code. ORSA Journal on Computing 6: 207-216.

Using the NEOS Server for CONOPT/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.

Update: As of April 2020, NEOS will use CONOPT4 by default for GAMS models.