GAMS — The Solver Manuals - Available Software

334 MINOS
1 Introduction
This document describes the GAMS interface to MINOS which is a general purpose nonlinear programming solver.
GAMS/MINOS is a specially adapted version of the solver that is used for solving linear and nonlinear programming
problems in a GAMS environment.
GAMS/MINOS is designed to find solutions that are locally optimal. The nonlinear functions in a problem must
be smooth (i.e., their first derivatives must exist). The functions need not be separable. Integer restrictions cannot
be imposed directly.
A certain region is defined by the linear constraints in a problem and by the bounds on the variables. If the
nonlinear objective and constraint functions are convex within this region, any optimal solution obtained will be a
global optimum. Otherwise there may be several local optima, and some of these may not be global. In such cases
the chances of finding a global optimum are usually increased by choosing a staring point that is sufficiently close,
but there is no general procedure for determining what close means, or for verifying that a given local optimum
is indeed global.
GAMS allows you to specify values for many parameters that control GAMS/MINOS, and with careful experimentation
you may be able to influence the solution process in a helpful way. All MINOS options available through
GAMS/MINOS are summarized at the end of this document.
2 How to Run a Model with GAMS/MINOS
MINOS is capable of solving models of the following types: LP, NLP, DNLP and RMINLP. If MINOS is not
specified as the default LP, NLP, DNLP or RMINLP solver, then the following statement can be used in your
GAMS model:
or
option nlp=minos; { or lp or dnlp or rminlp }
option nlp=minos55; { or lp or dnlp or rminlp }
It should appear before the solve statement.
This will invoke MINOS 5.5. In some cases an older version of MINOS, version 5.4 is more efficient than the
newer version. MINOS 5.4 can be selected by:
option nlp=minos5; { or lp or dnlp or rminlp }
To be complete, we mention that this can be also specified on the command line, as in:
> gams camcge nlp=minos
This will override the global default, but if an algorithm option has been specified inside the model, then that
specification takes precedence.
3 Overview of GAMS/MINOS
GAMS/MINOS is a system designed to solve large-scale optimization problems expressed in the following form:
NLP
minimize F (x) + c T x + d T y (1)
x,y
subject to f(x) + A 1 y ∼ b 1 (2)
A 2 x ( + A 3 y ∼ b 2 (3)
x
l ≤ ≤ u (4)
y)