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.

Shanno, D. F. and Vanderbei, R. J. 2000.
Interior-Point Methods for Nonconvex Nonlinear Programming:
Orderings and Higher-Order Methods.
Mathematical Programming87(2): 303-316.

Vanderbei, R. J. 1999. LOQO: An interior point code for quadratic programming.
Optimization Methods and Software12: 451-484.

Vanderbei, R. J. and Shanno, D. F. 1999.
An Interior-Point Algorithm for Nonconvex Nonlinear Programming.
Computational Optimization and Applications13: 231-252.

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

Enter the location of the AMPL data file (local file)

Commands File

Enter the location of the AMPL commands file (local file)

Comments

Additional Settings

Dry run: generate job XML instead of submitting it to NEOS
Short Priority: submit to higher priority queue with maximum CPU time
of 5 minutes
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