The NEOS Server offers LANCELOT for the solution of nonlinearly-constrained optimization problems. Problems can be submitted to LANCELOT on the NEOS server in AMPL format.
LANCELOT is suitable for large nonlinearly-constrained problems. The basic algorithm combines the objective function and the set of all constraints more complicated than simple bounds on the variables in an augmented Lagrangian function. A sequence of problems is solved, in which the current augmented Lagrangian function is approximately minimized within the region defined by the simple bounds.
LANCELOT was developed by Andy Conn, Nick Gould, and Philippe Toint. Additional information is available in the User's Guide for LANCELOT.
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 lancelot_options 'OPTIONS';