GAMS — The Solver Manuals - Available Software

CONOPT 155
Option Description Default
Gcptb1 A perturbation used to smooth Cone constraints around the origin and ensure 1.e-6
that derivatives are defined. The lower bound is 1.e-12. Is only used when
Gcform=1.
Gcptb2 A perturbation that can be used to force the smoothed Cone constraints through
the origin. Is only used when Gcform=1. The perturbation is bounded above
by sqrt(Gcptb1).
11 APPENDIX C: References
J. Abadie and J. Carpentier, Generalization of the Wolfe Reduced Gradient Method to the case of Nonlinear
Constraints, in Optimization, R. Fletcher (ed.), Academic Press, New York, 37-47 (1969).
A. Drud, A GRG Code for Large Sparse Dynamic Nonlinear Optimization Problems, Mathematical Programming
31, 153-191 (1985).
A. S. Drud, CONOPT - A Large-Scale GRG Code, ORSA Journal on Computing 6, 207- 216 (1992).
A. S. Drud, CONOPT: A System for Large Scale Nonlinear Optimization, Tutorial for CONOPT Subroutine
Library, 16p, ARKI Consulting and Development A/S, Bagsvaerd, Denmark (1995).
A. S. Drud, CONOPT: A System for Large Scale Nonlinear Optimization, Reference Manual for CONOPT
Subroutine Library, 69p, ARKI Consulting and Development A/S, Bagsvaerd, Denmark (1996).
J. K. Reid, A Sparsity Exploiting Variant of Bartels-Golub Decomposition for Linear Programming Bases,
Mathematical Programming 24, 55-69 (1982).
D. M. Ryan and M. R. Osborne, On the Solution of Highly Degenerate Linear Programmes, Mathematical
Programming 41, 385-392 (1988).
U. H. Suhl and L. M. Suhl, Computing Sparse LU Factorizations for Large-Scale Linear Programming Bases,
ORSA Journal on Computing 2, 325-335 (1990).