CONOPT

General nonlinear programming models with sparse nonlinear constraints.

The algorithm in CONOPT is based on the generalized reduced gradient (GRG) algorithm. All matrix operations are implemented by using sparse matrix techniques to allow very large models. Without compromising the reliability of the GRG approach, the overhead of the GRG algorithm is minimized by, for example, using dynamic feasibility tolerances, reusing Jacobians whenever possible, and using an efficient reinversion routine. The algorithm uses many dynamically set tolerances and therefore runs, in most cases, with default parameters.

CONOPT is available as a subroutine library and as a subsystem under the modeling systems AIMMS, AMPL, GAMS, and LINGO. CONOPT is availble for PCs and most workstations. All versions are distributed in compiled form. The system is continuously being updated, mainly to improve reliability and efficiency on large models. The latest additions are options for SLP and steepest edge.

Need more info?

Contact the suppliers of the modeling systems mentioned above, or

ARKI Consulting and Development A/S
Bagsvaerdvej 246 A
DK-2880 Bagsvaerd
Denmark
Phone (+45) 44 49 03 23
Fax   (+45) 44 49 03 33
info@arki.dk

Reference:

A. S. Drud, CONOPT -- A Large Scale GRG Code, ORSA Journal on Computing 6 (1994), pp. 207-216.

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