13/04/2015

GAMSSolvers

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GAMSSolvers
AlargenumberofsolversformathematicalprogrammingmodelshasbeenhookeduptoGAMS.
Belowwegiveabriefdescriptionofeachsolverwiththemodeltypesandplatformssupportedby
eachsolver.

Solver

Vendor

Description

ALPHAECP

AboUniversity

MINLPsolverbasedontheextendedcuttingplane
(ECP)method

AMPL
ANTIGONE1.1
BARON14.4
BDMLP

BENCH
BONMIN1.7
CBC2.8
CONOPT3
CONVERT
COUENNE0.4
CPLEX12.6
DE
DECIS

GAMS
Development
Corp
Princeton
University
TheOptimization
Firm,LLC
GAMS
Development
Corp
GAMS
Development
Corp
COINOR
Foundation
COINOR
Foundation
ARKIConsulting
andDevelopment
GAMS
Development
Corp
COINOR
Foundation
IBMILOG
GAMS
Development
Corp
G.Infanger,Inc.

AlinktosolveGAMSmodelsusingsolverswithinthe
AMPLmodelingsystem
DeterministicglobaloptimizationforMINLP
BranchAndReduceOptimizationNavigatorforproven
globalsolutions
LPandMIPsolverthatcomeswithanyGAMSsystem
AutilitytofacilitatebenchmarkingofGAMSsolvers
andsolutionverification
COINORMINLPsolverimplementingvariousbranch
andboundandouterapproximationalgorithms
HighperformanceLP/MIPsolver
LargescaleNLPsolver
Frameworkfortranslatingmodelsintoscalarmodelsof
otherlanguages
Deterministicglobaloptimizationfor(MI)NLP
HighperformanceLP/MIPsolver
Generatesandsolvesthedeterministicequivalentofa
stochasticprogram,includedinEMP/SP
Largescalestochasticprogrammingsolver

EDRC,Carnegie
http://www.gams.com/dd/docs/solvers/allsolvers.html

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DICOPT

EXAMINER

GAMSCHK
GLOMIQO2.3
GUROBI6.0
GUSS
IPOPT3.11

GAMSSolvers

Mellon
University
GAMS
Development
Corp
BruceMcCarl
Princeton
University
Gurobi
Optimization
GAMS
Development
Corp
COINOR
Foundation

FrameworkforsolvingMINLPmodels
Atoolforexaminingsolutionpointsandassessingtheir
merit
ASystemforExaminingtheStructureandSolution
PropertiesofLinearProgrammingProblemsSolved
usingGAMS
Branchandboundglobaloptimizationformixedinteger
quadraticmodels
HighperformanceLP/MIPsolver
Aframeworkforsolvingmanyinstancesofrelated
modelsefficiently(GatherUpdateSolverScatter)
InteriorPointOptimizerforlargescalenonlinear
programming

JAMS

GAMS
Development
Corp

Solvertoreformulateextendedmathematicalprograms

KESTREL

NEOS

FrameworkforusingremoteNEOSsolverswithalocal
GAMSsystem

KNITRO9.1

Ziena
Optimization
LLC

LargescaleNLPsolver

LGO

PinterConsulting
Services

Agloballocalnonlinearoptimizationsolversuite

LINDO9.0

LindoSystems
Inc.

AstochasticsolverfromLindoSystems,Inc.Includesan
unrestrictedversionofLINDOGLOBAL

LINDOGLOBAL
9.0

LindoSystems
Inc.

MINLPsolverforprovenglobalsolutions

LINGO

GAMS
Development
Corp

AlinktosolveGAMSmodelsusingsolverswithinthe
LINGOmodelingsystem

LOCALSOLVER
Innovation24
5.0
MILES
MINOS
MOSEK7
MSNLP

Universityof
Coloradoat
Boulder
Stanford
University
MOSEKApS
OptTekSystems
andOptimal
Methods
GAMS

http://www.gams.com/dd/docs/solvers/allsolvers.html

Hybridneighborhoodlocalsearchsolver
MCPsolver
NLPsolver
LargescaleLP/MIPplusconicandconvexnonlinear
programmingsystem
Multistartmethodforglobaloptimization

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GAMSSolvers

NLPEC

Development
Corp
OptTekSystems
andOptimal
Methods
COINOR
Foundation
COINOR
Foundation
COINOR
Foundation

OQNLP
OS
OsiCplex
OsiGurobi

MPECtoNLPtranslatorthatusesotherGAMSNLP
solvers
Multistartmethodforglobaloptimization
RemotesolvesviaaCOINOROptimizationServices
solverwithalocalGAMSsystem
BareBonelinktoCPLEX
BareBonelinktoGurobi

OsiMosek

COINOR
Foundation

BareBonelinktoMosek

OsiSoplex

ZuseInstitute
Berlin

HighperformanceLPsolver

OsiXpress

COINOR
Foundation

BareBonelinktoXpress

PATHNLP

Universityof
Wisconsin
Madison

LargescaleNLPsolverforconvexproblems

Universityof
Wisconsin
Madison
ARKIConsulting
andDevelopment
ZuseInstitute
Berlinet.al.

PATH
SBB
SCIP3.1
SNOPT
SULUM4.0
XA
XPRESS27.01

Stanford
University
Sulum
Optimization
SunsetSoftware
DashAssociates

LargescaleMCPsolver
BranchandBoundalgorithmforsolvingMINLPmodels
HighperformanceConstraintIntegerProgramming
solver
LargescaleSQPbasedNLPsolver
LargescaleLP/MIPsolver
LargescaleLP/MIPsolver
HighperformanceLP/MIPsolver

Additionally,informationonStochasticProgramming(SP)withEMPisavailable.
Allsolvermanualsarealsoavailableinthispdf.

ModelTypes
GAMSisabletoformulatemodelsinmanydifferenttypesofproblemclasses.Thatmeansswitching
fromonemodeltypetoanothercanbedonewithaminimumofeffort.Youcanevenusethesame
data,variables,andequationsindifferenttypesofmodelsatthesametime.
GAMSsupportsthefollowingbasicmodeltypes:
LP

LinearProgramming

http://www.gams.com/dd/docs/solvers/allsolvers.html

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GAMSSolvers

MIP

MixedIntegerProgramming

NLP

NonLinearProgramming

MCP

MixedComplementarityProblems

MPEC

MathematicalProgramswithEquilibriumConstraints

CNS

ConstrainedNonlinearSystems

DNLP

NonLinearProgrammingwithDiscontinuousDerivatives

MINLP

MixedIntegerNonLinearProgramming

QCP

QuadraticallyConstrainedPrograms

MIQCP

MixedIntegerQuadraticallyConstrainedPrograms

TheSolver/ModeltypeMatrixshowswhichsolveriscapableofwhichmodeltype:
Solver/Modeltypeavailability24.4

ALPHAECP
ANTIGONE1.1
BARON14.4
BDMLP
BONMIN1.7
CBC2.8
CONOPT3
COUENNE0.4
CPLEX12.6
DECIS
DICOPT
GLOMIQO2.3
GUROBI6.0
GUSS
IPOPT3.11
KNITRO9.1
LGO
LINDO9.0
LINDOGLOBAL9.0
LOCALSOLVER5.0
MILES
MINOS
MOSEK7
MPSGE
MSNLP
NLPEC
OQNLP
PATH
SBB
SCIP3.1
SNOPT
SOPLEX2.0
SULUM4.0
XA
XPRESS27.01

LP MIP NLP MCP MPEC CNS DNLP MINLP QCP MIQCP Stoch. Global

*
*

*deterministicglobalsolver

http://www.gams.com/dd/docs/solvers/allsolvers.html

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GAMSSolvers

SupportedPlatforms
Solver/Platformavailability24.4

x8632bit
x8664bit x8664bit x8664bit x8664bit Sparc64bit IBMPower64bit
MSWindows MSWindows Linux MacOSX SOLARIS SOLARIS
AIX

ALPHAECP
ANTIGONE1.1
BARON14.4
BDMLP
BONMIN1.7
CBC2.8
CONOPT3
COUENNE0.4
CPLEX12.6
DECIS
DICOPT
GLOMIQO2.3
GUROBI6.0
GUSS
IPOPT3.11
KNITRO9.1
LGO
LINDO9.0
LINDOGLOBAL9.0
LOCALSOLVER5.0
MILES
MINOS
MOSEK7
MPSGE
MSNLP
NLPEC
OQNLP
PATH
SBB
SCIP3.1
SNOPT
SOPLEX2.0
SULUM4.0
XA
XPRESS27.01

8.0
8.0

32bit

Forbackwardcompatibilitywemaintainolderversionsofoperatingsystemsandsolvers.Pleasecall.
CopyrightGAMSDevelopmentCorporation,Washington,DC,USA.

http://www.gams.com/dd/docs/solvers/allsolvers.html

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