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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; AMPL; SCIP; LINDO; PATH Solver; LANCELOT; Bonmin; MINLPLib; AIMMS; NEOS; 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 0806.90113
Drud, Arne Stolbjerg
1994
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Cited by 340 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 240 more Authors
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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. Series A. Series B
3 Advances in Engineering Software
3 INFORMS Journal on Computing
3 Mathematical Programming Computation
2 International Journal of Mechanical Sciences
2 Kybernetika
2 Optimization
2 Journal of Statistical Computation and Simulation
2 SIAM Review
2 Computational Statistics and Data Analysis
2 Computational Economics
2 Mathematical Methods of Operations Research
2 Networks and Spatial Economics
2 Journal of Industrial and Management Optimization
2 Springer Optimization and Its Applications
1 Computers & Mathematics with Applications
1 Computers and Structures
1 Discrete Applied Mathematics
1 IEEE Transactions on Information Theory
1 IMA Journal of Numerical Analysis
1 International Journal of Solids and Structures
1 International Journal of Systems Science
1 Applied Mathematics and Computation
1 Fuzzy Sets and Systems
1 International Journal for Numerical Methods in Engineering
1 Journal of Econometrics
1 Journal of Multivariate Analysis
1 Mathematics of Operations Research
1 Mathematical Programming Study
1 Mathematical Programming
1 Numerische Mathematik
1 SIAM Journal on Control and Optimization
1 Optimal Control Applications & Methods
1 Journal of Information & Optimization Sciences
1 International Journal of Production Research
1 Discrete & Computational Geometry
1 International Journal of Approximate Reasoning
1 Journal of Economic Dynamics & Control
1 ORSA Journal on Computing
1 Journal of Computer and Systems Sciences International
1 Computational and Applied Mathematics
1 International Journal of Theoretical and Applied Finance
1 CEJOR. Central European Journal of Operations Research
1 Quantitative Finance
1 OR Spectrum
1 Journal of Intelligent and Fuzzy Systems
1 Acta Numerica
1 Lecture Notes in Mathematics
1 MOS/SIAM Series on Optimization
1 Natural Computing Series

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