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Nonlinear optimization with GAMS /LGO. (English) Zbl 1179.90311

Summary: 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.

MSC:

90C30 Nonlinear programming
90-04 Software, source code, etc. for problems pertaining to operations research and mathematical programming
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