Nonlinear optimization with GAMS /LGO

  • Authors:
  • János D. Pintér

  • Affiliations:
  • Pintér Consulting Services Inc, Halifax, Canada B3M 1J2

  • Venue:
  • Journal of Global Optimization
  • Year:
  • 2007

Quantified Score

Hi-index 0.00

Visualization

Abstract

The Lipschitz Global Optimizer (LGO) software integrates global and local scope search methods, to handle a very general class of nonlinear optimization models. Here we discuss the LGO implementation linked to the General Algebraic Modeling System (GAMS). First we review the key features and basic usage of the GAMS /LGO solver option, then present reproducible numerical results to illustrate its performance.