CONOPT

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CONOPT is a multi-method nonlinear-programming (NLP) solver based on the generalised reduced gradient method[1][2]. It has been under development by Arne Drud (ARKI Consulting) for over 25 years, and is a very stable and widely-respected solver.

CONOPT works with ASCEND both as a standalone NLP solver, as well as an integral part of our conditional modelling solver, CMSlv.

CONOPT is commercial software and can not be distributed as part of ASCEND. You must obtain CONOPT separately, see Obtaining CONOPT for ASCEND for details. Free trial copies are available off the web, as described.

The website for CONOPT is http://www.conopt.com/. When we last checked, CONOPT binaries were also available from GAMS website. The ASCEND team also has a copy of the CONOPT source code which can be compiled on demand for legitimate trial or paid users of CONOPT, providing suitable confirmation is given by Arne Drud.

References

  1. Arne S Drud, 1994, CONOPT—A Large-Scale GRG Code, ORSA Journal on Computing, 6 (2), 207-216. doi:10.1287/ijoc.6.2.207
  2. Arne Drud, 1985, CONOPT: A GRG code for large sparse dynamic nonlinear optimization problems, Mathematical Programming, 31 (2) doi:10.1007/BF02591747