CONOPT: Difference between revisions

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== References ==
== References ==
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[[Category:NLP Solvers]]

Revision as of 22:19, 14 December 2010

NLA
QRSlv
CMSlv
IPSlv
NLP
CONOPT
IPOPT
TRON
MINOS
Opt
NGSlv
DAE/ODE
IDA
LSODE
DOPRI5
RADAU5
LA
Linsolqr
Linsol
LP
MakeMPS
Logic
LRSlv

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.

As of 2010, Arne's http://www.conopt.com/ site as well as the ARKI Consulting site have gone offline. CONOPT binaries are still available from GAMS website, and we also have a copy of the 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