General information on using GAMS solvers:
A large number of solvers for mathematical programming models have been hooked up to GAMS. Below we give a brief description of each solver with the model types and platforms supported by each solver. All solver manuals are also available in this pdf.
Solver | Vendor | Description |
---|---|---|
ALPHAECP | Abo University | MINLP solver based on the extended cutting plane (ECP) method |
AMPL | GAMS Development Corp | A link to solve GAMS models using solvers within the AMPL modeling system |
ANTIGONE 1.1 | Princeton University | Deterministic global optimization for MINLP |
BARON | The Optimization Firm, LLC | Branch-And-Reduce Optimization Navigator for proven global solutions |
BDMLP | GAMS Development Corp | LP and MIP solver that comes with any GAMS system |
BENCH | GAMS Development Corp | A utility to facilitate benchmarking of GAMS solvers and solution verification |
BONMIN 1.8 | COIN-OR Foundation | COIN-OR MINLP solver implementing various branch-and-bound and outer approximation algorithms |
CBC 2.9 | COIN-OR Foundation | High-performance LP/MIP solver |
CONOPT 3 | ARKI Consulting and Development | Large scale NLP solver |
CONOPT 4 | ARKI Consulting and Development | Large scale NLP solver |
CONVERT | GAMS Development Corp | Framework for translating models into scalar models of other languages |
COUENNE 0.5 | COIN-OR Foundation | Deterministic global optimization for (MI)NLP |
CPLEX 12.7 | IBM ILOG | High-performance LP/MIP solver |
DE | GAMS Development Corp | Generates and solves the deterministic equivalent of a stochastic program, included in EMP/SP |
DECIS | G. Infanger, Inc. | Large scale stochastic programming solver |
DICOPT | EDRC, Carnegie Mellon University | Framework for solving MINLP models |
EXAMINER | GAMS Development Corp | A tool for examining solution points and assessing their merit |
GAMSCHK | Bruce McCarl | A System for Examining the Structure and Solution Properties of Linear Programming Problems Solved using GAMS |
GLOMIQO 2.3 | Princeton University | Branch-and-bound global optimization for mixed-integer quadratic models |
GUROBI 7.0 | Gurobi Optimization | High performance LP/MIP solver |
GUSS | GAMS Development Corp | A framework for solving many instances of related models efficiently (Gather-Update-Solver-Scatter) |
IPOPT 3.12 | COIN-OR Foundation | Interior Point Optimizer for large scale nonlinear programming |
JAMS | GAMS Development Corp | Solver to reformulate extended mathematical programs (incl. LogMIP) |
KESTREL | NEOS | Framework for using remote NEOS solvers with a local GAMS system |
KNITRO 10.0 | Artelys | Large scale NLP solver |
LGO | Pinter Consulting Services | A global-local nonlinear optimization solver suite |
LINDO 10.0 | Lindo Systems Inc. | A stochastic solver from Lindo Systems, Inc. Includes an unrestricted version of LINDOGLOBAL |
LINDOGLOBAL 10.0 | Lindo Systems Inc. | MINLP solver for proven global solutions |
LINGO | GAMS Development Corp | A link to solve GAMS models using solvers within the LINGO modeling system |
LOCALSOLVER 6.0 | Innovation 24 | Hybrid neighborhood local search solver |
LS | Least Square Solver | A Linear Regression Solver for GAMS |
MILES | University of Colorado at Boulder | MCP solver |
MINOS | Stanford University | NLP solver |
MOSEK 8 | MOSEK ApS | Large scale LP/MIP plus conic and convex non-linear programming system |
MSNLP | OptTek Systems and Optimal Methods | Multi-start method for global optimization |
NLPEC | GAMS Development Corp | MPEC to NLP translator that uses other GAMS NLP solvers |
OQNLP | OptTek Systems and Optimal Methods | Multi-start method for global optimization |
OsiCplex | COIN-OR Foundation | Bare-Bone link to CPLEX |
OsiGurobi | COIN-OR Foundation | Bare-Bone link to Gurobi |
OsiMosek | COIN-OR Foundation | Bare-Bone link to Mosek |
OsiXpress | COIN-OR Foundation | Bare-Bone link to Xpress |
PATHNLP | University of Wisconsin - Madison | Large scale NLP solver for convex problems |
PATH | University of Wisconsin - Madison | Large scale MCP solver |
PYOMO | GAMS Development Corp | A link to solve GAMS models using solvers within the PYOMO modeling system |
SBB | ARKI Consulting and Development | Branch-and-Bound algorithm for solving MINLP models |
SCIP 3.2 | Zuse Institute Berlin et.al. | High-performance Constraint Integer Programming solver |
SNOPT | Stanford University | Large scale SQP based NLP solver |
SOPLEX 2.2 | Zuse Institute Berlin | High-performance LP solver |
XA | Sunset Software | Large scale LP/MIP solver |
XPRESS 28.01 | FICO | High performance LP/MIP solver |
Model Types
GAMS is able to formulate models in many different types of problem classes. That means switching from one model type to another can be done with a minimum of effort. You can even use the same data, variables, and equations in different types of models at the same time. The Solver/Model type Matrix shows which solver is capable of which model type:
Solver/Model type availability - 24.8 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LP | MIP | NLP | MCP | MPEC | CNS | DNLP | MINLP | QCP | MIQCP | Stoch. | Global | |
ALPHAECP | ||||||||||||
ANTIGONE 1.1 | * | |||||||||||
BARON | * | |||||||||||
BDMLP | ||||||||||||
BONMIN 1.8 | ||||||||||||
CBC 2.9 | ||||||||||||
CONOPT 3 | ||||||||||||
CONOPT 4 | ||||||||||||
COUENNE 0.5 | * | |||||||||||
CPLEX 12.7 | ||||||||||||
LINDO 10.0 | * | |||||||||||
DECIS | ||||||||||||
DICOPT | ||||||||||||
GLOMIQO 2.3 | * | |||||||||||
GUROBI 7.0 | ||||||||||||
GUSS | ||||||||||||
IPOPT 3.12 | ||||||||||||
KESTREL | ||||||||||||
KNITRO 10.0 | ||||||||||||
LGO | ||||||||||||
SBB | ||||||||||||
LINDOGLOBAL 10.0 | * | |||||||||||
LOCALSOLVER 6.0 | ||||||||||||
MILES | ||||||||||||
MINOS | ||||||||||||
MOSEK 8 | ||||||||||||
MSNLP | ||||||||||||
NLPEC | ||||||||||||
OQNLP | ||||||||||||
PATH | ||||||||||||
SCIP 3.2 | * | |||||||||||
SNOPT | ||||||||||||
SOPLEX 2.2 | ||||||||||||
XA | ||||||||||||
XPRESS 28.01 |
Supported Platforms
Solver/Platform availability - 24.8 | |||||||
---|---|---|---|---|---|---|---|
x86 32bit MS Windows | x86 64bit MS Windows | x86 64bit Linux | x86 64bit Mac OS X | x86 64bit SOLARIS | Sparc 64bit SOLARIS | IBM Power 64bit AIX | |
ALPHAECP | |||||||
ANTIGONE 1.1 | |||||||
BARON | |||||||
BDMLP | |||||||
BONMIN 1.8 | |||||||
CBC 2.9 | |||||||
CONOPT 3 | |||||||
CONOPT 4 | |||||||
COUENNE 0.5 | |||||||
CPLEX 12.7 | 12.6 | 12.6 | 12.6 | ||||
LINDO 10.0 | |||||||
DECIS | |||||||
DICOPT | |||||||
GLOMIQO 2.3 | |||||||
GUROBI 7.0 | |||||||
GUSS | |||||||
IPOPT 3.12 | |||||||
KESTREL | |||||||
KNITRO 10.0 | |||||||
LGO | |||||||
SBB | |||||||
LINDOGLOBAL 10.0 | |||||||
LOCALSOLVER 6.0 | |||||||
MILES | |||||||
MINOS | |||||||
MOSEK 8 | |||||||
MSNLP | |||||||
NLPEC | |||||||
OQNLP | 32bit | ||||||
PATH | |||||||
SCIP 3.2 | |||||||
SNOPT | |||||||
SOPLEX 2.2 | |||||||
XA | |||||||
XPRESS 28.01 |