The NEOS Server offers LOQO for the solution of nonlinearly-constrained
optimization problems. Problems can be submitted to LOQO on the NEOS server
in AMPL format.
LOQO is based on an infeasible primal-dual interior-point method and solves
both convex and nonconvex optimization problems. Subject to the requirement
that the defining functions be smooth (at the points evaluated by the
algorithm), LOQO can handle a range of problems: linear or nonlinear, convex
or nonconvex, constrained or unconstrained. For convex problems, LOQO finds
a globally optimal solution; otherwise, it iterates from the given starting
point to find a locally optimal solution.
LOQO was developed by
Robert J. Vanderbei and
Hande Y. Benson.
Additional information for LOQO is available in the
Manual (Version 4.05).
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
option loqo_options 'OPTIONS';