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GAMS — The Solver Manuals - Available Software

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COIN-OR<br />

Stefan Vigerske, Humboldt University Berlin, Germany<br />

Contents<br />

1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47<br />

2 CoinBonmin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48<br />

2.1 Model requirements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49<br />

2.2 Usage of CoinBonmin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49<br />

2.3 Specification of CoinBonmin Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49<br />

2.4 Description of CoinBonmin Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50<br />

3 CoinCbc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62<br />

3.1 Model requirements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63<br />

3.2 Usage of CoinCbc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63<br />

3.3 Summary of CoinCBC Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63<br />

3.4 Detailed Descriptions of CoinCBC Options . . . . . . . . . . . . . . . . . . . . . . . . . 65<br />

4 CoinGlpk . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76<br />

4.1 Model requirements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76<br />

4.2 Usage of CoinGlpk . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76<br />

4.3 Summary of CoinGlpk Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77<br />

4.4 Detailed Descriptions of CoinGlpk Options . . . . . . . . . . . . . . . . . . . . . . . . . 77<br />

5 CoinIpopt . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80<br />

5.1 Model requirements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81<br />

5.2 Usage of CoinIpopt . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81<br />

5.3 <strong>The</strong> linear solver in Ipopt . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81<br />

5.4 Output . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82<br />

5.5 Specification of CoinIpopt Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83<br />

5.6 Detailed Description of CoinIpopt Options . . . . . . . . . . . . . . . . . . . . . . . . . 84<br />

6 CoinScip . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107<br />

6.1 Model requirements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107<br />

6.2 Usage of CoinScip . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108<br />

6.3 Specification of CoinScip Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108<br />

6.4 Description of CoinScip options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108<br />

1 Introduction<br />

COIN-OR (COmputational INfrastructure for Operations Research, http://www.coin-or.org) is an initiative<br />

to spur the development of open-source software for the operations research community. One of the projects<br />

hosted at COIN-OR is the <strong>GAMS</strong>links project (https://projects.coin-or.org/<strong>GAMS</strong>links). It is dedicated<br />

to the development of interfaces between <strong>GAMS</strong> and open source solvers. Some of these links and solvers have

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