CONOPT

CONOPT is a generalized reduced-gradient (GRG) algorithm for solving large-scale nonlinear programs involving sparse nonlinear constraints. The paper will discuss strategic and tactical decisions in the development, upgrade, and maintenance of CONOPT over the last 8 years. A verbal and intuitive comparison of the GRG algorithm with the popular methods based on sequential linearized subproblems forms the basis for discussions of the implementation of critical components in a GRG code: basis factorizations, search directions, line-searches, and Newton iterations. The paper contains performance statistics for a range of models from different branches of engineering and economics of up to 4000 equations with comparative figures for MINOS version 5.3. Based on these statistics the paper concludes that GRG codes can be very competitive with other codes for large-scale nonlinear programming from both an efficiency and a reliability point of view. This is especially true for models with fairly nonlinear constraints, particularly when it is difficult to attain feasibility


References in zbMATH (referenced in 135 articles , 1 standard article )

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  2. Kılınç, Mustafa R.; Sahinidis, Nikolaos V.: Exploiting integrality in the global optimization of mixed-integer nonlinear programming problems with BARON (2018)
  3. Bongartz, Dominik; Mitsos, Alexander: Deterministic global optimization of process flowsheets in a reduced space using McCormick relaxations (2017)
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  6. Klimeš, Lubomír; Popela, Pavel; Mauder, Tomáš; Štětina, Josef; Charvát, Pavel: Two-stage stochastic programming approach to a PDE-constrained steel production problem with the moving interface. (2017)
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  10. Wang, Ximing; Pardalos, Panos M.: A modified active set algorithm for transportation discrete network design bi-level problem (2017)
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  16. He, Fang; Yin, Yafeng; Wang, Jianhui; Yang, Yanni: Sustainability SI: optimal prices of electricity at public charging stations for plug-in electric vehicles (2016)
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  18. Rose, Daniel; Schmidt, Martin; Steinbach, Marc C.; Willert, Bernhard M.: Computational optimization of gas compressor stations: MINLP models versus continuous reformulations (2016)
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  20. Wu, Di; Gao, Wei; Wang, Chen; Tangaramvong, Sawekchai; Tin-Loi, Francis: Robust fuzzy structural safety assessment using mathematical programming approach (2016)

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