GAMS — The Solver Manuals - Available Software

CONOPT 113
If possible, you should try to reformulate a DNLP model to an equivalent or approximately equivalent form as
described in section 7.
Most modelers should not be concerned with algorithmic details such as choice of algorithmic sub-components
or tolerances. CONOPT has considerable build-in logic that selects a solution approach that seems to be best
suited for the type of model at hand, and the approach is adjusted dynamically as information about the behavior
of the model is collected and updated. The description of the CONOPT algorithm has therefore been moved
to Appendix A and most modelers can skip it. However, if you are solving very large or complex models or if
you are experiencing solution difficulties you may benefit from using non-standard tolerances or options, in which
case you will need some understanding of what CONOPT is doing to your model. Some guidelines for selecting
options can be found at the end of Appendix A and a list of all options and tolerances is shown in Appendix B.
The main text of this User’s Guide will give a short overview over the iteration output you will see on the
screen (section 2), and explain the termination messages (section 3). We will then discuss function evaluation
errors (section 4), the use of options (section 5), and give a CONOPT perspective on good model formulation
including topics such as initial values and bounds, simplification of expressions, and scaling (section 6). Finally,
we will discuss the difference between NLP and DNLP models (section 7). The text is mainly concerned with the
new CONOPT3 but most of it will also cover the older versions of CONOPT and we will use the generic name
CONOPT when referring to the solver. Some features are only available in the latest CONOPT3 or in CONOPT2
and CONOPT1 in which case we will mention it explicitly. Messages from the older versions of CONOPT may
have a format that is slightly different from the one shown here.
2 Iteration Output
On most machines you will by default get a logline on your screen or terminal at regular intervals. The iteration
log may look something like this:
C O N O P T 3 Windows NT/95/98 version 3.01F-011-046
Copyright (C) ARKI Consulting and Development A/S
Bagsvaerdvej 246 A
DK-2880 Bagsvaerd, Denmark
Using default options.
Reading data
Iter Phase Ninf Infeasibility RGmax NSB Step InItr MX OK
0 0 1.6354151782E+01 (Input point)
Pre-triangular equations: 2
Post-triangular equations: 1
1 0 1.5354151782E+01 (After pre-processing)
2 0 3.0983571843E+00 (After scaling)
10 0 12 3.0814290456E+00 0.0E+00 T T
20 0 12 3.0814290456E+00 0.0E+00 T T
30 0 13 3.0814290456E+00 0.0E+00 F F
40 0 18 2.3738740159E+00 2.3E-02 T T
50 0 23 2.1776589484E+00 0.0E+00 F F
Iter Phase Ninf Infeasibility RGmax NSB Step InItr MX OK
60 0 33 2.1776589484E+00 0.0E+00 T T
70 0 43 2.1776589484E+00 0.0E+00 F F
80 0 53 2.1776589484E+00 0.0E+00 F F
90 0 63 2.1776589484E+00 0.0E+00 F F
100 0 73 2.1776589484E+00 0.0E+00 F F
110 0 83 2.1776589484E+00 0.0E+00 F F
120 0 93 2.1776589484E+00 0.0E+00 F F