CONOPT
| Author | Arne Stolbjerg Drud
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 E-mail: adrud@arki.dk |

Language | FORTRAN | |

Algorithm | generalized reduced gradient (GRG) | |

Input Format | ||

Modeling Languages link | AIMMS, AMPL, GAMS, and LINGO | |

Commercial Status | Contact ARKI Consulting and Development A/S, (info@arki.dk) | |

Platform | PCs and most workstations | |

Remarks | 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.
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. | |

References | Drud, A., Application of sparse matrix techniques in large scale nonlinear programming. in: Prekopa, A., (Ed.) Survey of Mathematical Programming. vol.1, Part 3, Nonlinear Programming. Proceedings of the 9th International Mathematical Programming Symposium, Budapest, August 23-27, 1976, pp.429-445.
Drud, A., CONOPT: A GRG code for large sparse dynamic nonlinear optimization problems. Report No. DRD59, Development Research Department, Economics and Research Staff, The World Bank, 1818 H Street, Washington, D.C. 20433, August 1893.
Drud, A., CONOPT: A GRGT code for large sparse dynamic nonlinear optimization problems. Technical Note No.21, Development Research Center, The World Bank, 1818 H Street, Washington, D.C. 20433, March 1894.
Drud, A., CONOPT: A GRG code for large sparse dynamic nonlinear optimization problems. Mathematical Programming, vol.31, 1985, pp.153-191.
Drud, A., CONOPT -- A Large Scale GRG Code, ORSA Journal on Computing 6 (1994), pp. 207-216. Drud, A., CONOPT - A System for Large Scale Nonlinear Optimization. REFERENCE MANUAL for CONOPT Subroutine Library, ARKI Consulting and Development A/S, Bagsvaerd, Denmark, 1996. Drud, A., Interactions between nonlinear programming and modeling systems. Mathematical Programming, vol.79, pp.99-123, 1997. |