GAMS/LGO Nonlinear Solver Suite: Key Features, Usage, and Numerical Performance

نویسنده

  • JÁNOS D. PINTÉR
چکیده

The LGO solver system integrates a suite of efficient global and local scope optimization strategies. LGO can handle complex nonlinear models under ‘minimal’ (continuity) assumptions. The LGO implementation linked to the GAMS modeling environment has several new features, and improved overall functionality. In this article we review the solver options and the usage of GAMS/LGO. We also present reproducible numerical test results, to illustrate the performance of the different LGO solver algorithms on a widely used global optimization test model set available in GAMS.

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تاریخ انتشار 2003