GAMS/NuOpt interface

Interface to allow using NTT Data NuOpt as solver within GAMS.

Getting Started

You need a GAMS system and NuOpt libraries including their AMPL interface source.

1. Ensure that a directory gams is available that contains the GAMS distribution.

2. Ensure that a directory nuopt is available that contains the NuOpt libraries, header files, and AMPL link sources.

3. Have a look into Makefile on what actually happens during the build.

4. Run make.

5. Edit gmscmpun.txt in the GAMS system directory to make the solver link known to GAMS. Add the following section:

   NUOPT 11 5 0001020304 1 0 2 LP RMIP MIP QCP RMIQCP NLP DNLP RMINLP
   gmsgenus.run
   gmsgenux.out
   /path/to/libgamsnuopt.so nuo 1 1
   

Usage

Use GAMS option SOLVER=NUOPT to call NuOpt when installed.

Use GAMS option optfile=1 to read nuopt.opt, which is expected to be in NuOpt parameter file format, e.g.,

begin
* change method
method: trust
scaling: on
end

TODO

• implement special treatment for quadratics
• redirect NuOpt output
• pass on GAMS options

References

• NuOpt Connection Manual
• GAMS GMO API