The NEOS Server offers MINOS for the solution of nonlinearly
constrained optimization problems in GAMS
MINOS is suitable for large constrained problems
with a linear or nonlinear objective function
and a mixture of linear and nonlinear constraints.
It is most efficient if the constraints are linear
and there are not too many degrees of freedom
(say up to 1000).
For linear programs, MINOS uses a stable implementation
of the primal simplex method.
(Basis factors are maintained by LUSOL, a sparse LU package
with Markowitz factorizations and Bartels-Golub updating.)
For linearly constrained problems, a reduced-gradient method
is employed with quasi-Newton approximations to the reduced Hessian.
For nonlinear constraints, MINOS implements an SLC
(sequential linearly constrained) algorithm derived from
Robinson's method. Steplength control is heuristic
(for want of a suitable merit function), but superlinear
convergence is often achieved.
MINOS was developed by
Bruce A. Murtagh
Using the NEOS Server for MINOS
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
gives a quick introduction to the essentials of a GAMS model and the
output provided when the model is solved. Examples of models in GAMS
format can be found in the
GAMS model library and an
is also available.
- The model must be self contained, i.e. no $include or $batinclude
- No execution of external programs is allowed, i.e. no $call or execute
- No file creation, i.e. no put files or $echo
An option file can be used to specify MINOS options. 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.
The NEOS Server initially 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 the
modeling language for further information.