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MINOS



The NEOS Server offers MINOS for the solution of nonlinearly constrained optimization problems in GAMS format. 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 and Michael Saunders.


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:
  • 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
If you are unfamiliar with GAMS, the GAMS Tutorial 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 alphabetical index is also available.

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.


Web Submission Form
Model File
You can submit an optimization problem specified in the GAMS modeling language to be solved using the optimization tools on the NEOS Server. You need to specify the absolute path to a GAMS file on your system.
Options File
The Options file is optional and requires that the statement <modelname>.optfile = 1 ; exist before the solve statement in your model file. At this time, only optfile = 1 is supported; however, options may also be specified within the model input file (see the GAMS documentation).
GDX File
Optional GDX file for inputs. This file will be renamed to in.gdx. The model must include "$GDXIN in.gdx" to load this file
Return GDX output
The solver will return a compressed GDX file which contains all symbols in the model.
Return log file
The log file contains information generated by the algorithm during a solve. Checking the box will cause the log file to be included in the output returned.
Comments
Enter any additional comments here (e.g. to identify the data for your own information). These comments will be returned with your results.
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
E-Mail address:
Please do not click the 'Submit to NEOS' button more than once.