The NEOS Server offers PATHNLP for the solution of nonlinearly constrained
optimization problems. Problems can be submitted to PATHNLP on the NEOS server
in GAMS format.
PATHNLP is a solver for nonlinear programming (NLP) problems. PATHNLP finds
stationary points for nonlinear programs by internally constructing the
Karush-Kuhn-Tucker (KKT) system of first-order optimality conditions and
solving this system using the PATH Solver for
complementarity problems. The solution to the original NLP is extracted from
the KKT solution and returned to GAMS. All of this takes place automatically
- no special syntax or user reformulation is required.
Typically, PATHNLP works very well for convex models. It also has a
comparative advantage on models whose solution via reduced gradient methods
results in a large number of superbasic variables, since the PATH solver
won't construct a dense reduced Hessian in the space of the superbasic
variables as reduced gradient solvers do. For nonconvex models, however,
PATHNLP is not as robust as the reduced gradient methods.
Algorithmic details also can be found in reports by the original developers
of PATH: Steven Dirkse, Michael
Ferris, and Todd Munson.
Documentation for PATHNLP is available on the GAMS/PATHNLP webpage.
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
GAMS Documentation includes a
GAMS Tutorial and
Examples of models in GAMS format can be found in the
GAMS model library.
By default, the NEOS Server 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 GAMS output
for further information.
You may optionally submit an options file if you wish to override the default parameter settings for the solver.
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.
<modelname>.optfile = 1 ;
optfile = 1