CONOPT swMATH ID: 2791 Software Authors: Drud, Arne Stolbjerg Description: CONOPT is a generalized reduced-gradient (GRG) algorithm for solving large-scale nonlinear programs involving sparse nonlinear constraints. The paper will discuss strategic and tactical decisions in the development, upgrade, and maintenance of CONOPT over the last 8 years. A verbal and intuitive comparison of the GRG algorithm with the popular methods based on sequential linearized subproblems forms the basis for discussions of the implementation of critical components in a GRG code: basis factorizations, search directions, line-searches, and Newton iterations. The paper contains performance statistics for a range of models from different branches of engineering and economics of up to 4000 equations with comparative figures for MINOS version 5.3. Based on these statistics the paper concludes that GRG codes can be very competitive with other codes for large-scale nonlinear programming from both an efficiency and a reliability point of view. This is especially true for models with fairly nonlinear constraints, particularly when it is difficult to attain feasibility Homepage: http://www.conopt.com/ Keywords: generalized reduced-gradient algorithm; large-scale nonlinear programs; sparse nonlinear constraints; performance statistics Related Software: GAMS; MINOS; SNOPT; BARON; Ipopt; KNITRO; CPLEX; ANTIGONE; SCIP; AMPL; LINDO; PATH Solver; LANCELOT; Bonmin; NEOS; MINLPLib; AIMMS; CUTEr; GloMIQO; LINDOGlobal Cited in: 174 Publications Standard Articles 1 Publication describing the Software, including 1 Publication in zbMATH Year CONOPT – A large-scale GRG code. Zbl 0806.90113Drud, Arne Stolbjerg 1994 all top 5 Cited by 341 Authors 12 Tin-Loi, Francis 10 Ferris, Michael C. 7 Duarte, Belmiro P. M. 7 Lasdon, Leon S. 7 Wu, Di 6 Schmidt, Martin 5 Floudas, Christodoulos Achilleus 5 Wong, Wengkee 4 Grossmann, Ignacio E. 4 Sahinidis, Nikolaos V. 4 Schewe, Lars 4 Tangaramvong, Sawekchai 3 Castro, Pedro M. 3 de Klerk, Etienne 3 Drud, Arne Stolbjerg 3 Gould, Nick I. M. 3 Kravanja, Stojan 3 Martínez, José Mario 3 Misener, Ruth 3 Mittelmann, Hans Detlef 3 Nocedal, Jorge 3 Ozdamar, Linet 3 Pedamallu, Chandra Sekhar 3 Plummer, John C. 3 Shepard, David M. 3 Toint, Philippe L. 3 Waltz, Richard A. 3 Willert, Bernhard M. 2 Al-Najjar, Camelia 2 Araya, Ignacio J. 2 Atkinson, Anthony C. 2 Boukouvala, Fani 2 Byrd, Richard H. 2 Cai, Yongyang 2 Castillo, Enrique F. 2 Conejo, Antonio J. 2 Conn, Andrew Roger 2 Csendes, Tibor 2 Glover, Fred W. 2 Hiller, Benjamin 2 Hu, Xinmin 2 Jörnsten, Kurt O. 2 Kılınç, Mustafa R. 2 Li, Guoyin 2 Lim, Jinho 2 Makowski, Marek S. 2 Malakooti, Behnam B. 2 Martí, Rafael 2 Meeraus, Alexander 2 Mínguez, Roberto 2 Mitsos, Alexander 2 Morales, José Luis 2 Morsi, Antonio 2 Murray, Walter 2 Pfetsch, Marc E. 2 Pinar, Mustafa Çelebi 2 Pytlak, Radosław 2 Que, N. S. 2 Reyes, Victor 2 Sandblom, Carl-Louis 2 Šilih, S. 2 Sinha, Bani K. 2 Sloane, Neil James Alexander 2 Steinbach, Marc Christian 2 Ugray, Zsolt 2 Yin, Yafeng 2 Zenios, Stavros Andrea 1 Aceves, Rodrigo 1 Amraee, T. 1 Anderson, Edward James 1 Andrei, Neculai 1 Androulakis, Ioannis P. 1 Arvanitis, Stelios 1 Atighehchian, Arezoo 1 Awasthi, Utsav 1 Azad, Md. Abul Kalam 1 Backhaus, Scott N. 1 Ban, Xuegang (Jeff) 1 Bates, Johnny 1 Baumstark, Lavinia 1 Bellido, Rafael 1 Belotti, Pietro 1 Bent, Russell W. 1 Beraldi, Patrizia 1 Berger, Adam J. 1 Bernal, David E. 1 Biegler, Lorenz T. 1 Bielschowsky, Roberto H. 1 Bijari, Mehdi 1 Birgin, Ernesto G. 1 Bolzon, Gabriella 1 Bonami, Pierre 1 Bongartz, Dominik 1 Borraz-Sánchez, Conrado 1 Brezina, Ivan 1 Bruni, Maria Elena 1 Bussieck, Michael R. 1 Bylling, H. 1 Calderbank, Arthur Robert 1 Castelli, Lorenzo ...and 241 more Authors all top 5 Cited in 64 Serials 15 Journal of Global Optimization 11 Computers & Operations Research 8 Optimization Methods & Software 8 Optimization and Engineering 7 Annals of Operations Research 7 European Journal of Operational Research 5 SIAM Journal on Optimization 5 Computational Optimization and Applications 4 Computer Methods in Applied Mechanics and Engineering 4 Journal of Optimization Theory and Applications 4 Operations Research 4 Optimization Letters 4 Statistics and Computing 3 Applied Mathematical Modelling 3 Mathematical Programming. 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