The NEOS Server offers FICO Xpress for the
solution of Second Order Conic Programming (SOCP) problems that can be modeled in
GAMS format. To learn more about the
FICO Xpress Optimization Suite, visit the FICO Optimization website.
Using the NEOS Server with GAMS/XPRESS
The user must submit a model in GAMS
format to solve a second order conic program. 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 User's Guide.
Examples of models in GAMS format can be found in the
GAMS model library and
- It must be self-contained, i.e., no $include or $batinclude statements.
- It may not execute external programs, i.e., no $call or execute statements.
- It may not create files, i.e., no put files or $echo statements.
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.
Note: An email address is required for any submissions
to FICO Xpress solvers. This email address will be forwarded to FICO
and may be used by FICO for promotional purposes. When using the XML-RPC
interface, you must add the line <email>email@example.com</email> to the XML file that is submitted to NEOS.