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GAMS Solvers

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               x   x    
ANTIGONE 1.1     x     x x x x x   x*
BARON x x x     x x x x x   x*
BDMLP x x                    
BONMIN 1.8               x   x    
CBC 2.9 x x                    
CONOPT 3 x   x     x x   x      
CONOPT 4 x   x     x x   x      
COUENNE 0.5     x     x x x x x   x*
CPLEX 12.7 x x             x x    
LINDO 10.0 x x x       x x x x x x*
DECIS x                   x  
DICOPT               x   x    
GLOMIQO 2.3                 x x   x*
GUROBI 7.0 x x             x x    
GUSS x x x x   x x x x x    
IPOPT 3.12 x   x     x x   x      
KESTREL x x x x x x x x x x    
KNITRO 10.0 x   x   x x x x x x    
LGO x   x       x   x     x
SBB               x   x    
LINDOGLOBAL 10.0 x x x       x x x x   x*
LOCALSOLVER 6.0   x x     x x x x x    
MILES       x                
MINOS x   x     x x   x      
MOSEK 8 x x x       x   x x    
MSNLP     x       x   x     x
NLPEC       x x              
OQNLP     x       x x x x   x
PATH       x   x            
SCIP 3.2   x x     x x x x x   x*
SNOPT x   x     x x   x      
SOPLEX 2.2 x                      
XA x x                    
XPRESS 28.01 x x             x x    
* deterministic global solver

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 x x x x x x x
ANTIGONE 1.1 x x x x      
BARON x x x x      
BDMLP x x x x x x x
BONMIN 1.8 x x x x x    
CBC 2.9 x x x x x    
CONOPT 3 x x x x x x x
CONOPT 4 x x x x x x x
COUENNE 0.5 x x x x x    
CPLEX 12.7 12.6 x x x 12.6 12.6 x
LINDO 10.0 x x x x      
DECIS x x x     x  
DICOPT x x x x x x x
GLOMIQO 2.3 x x x x      
GUROBI 7.0 x x x x     x
GUSS x x x x x x x
IPOPT 3.12 x x x x x    
KESTREL x x x x x x x
KNITRO 10.0 x x x x      
LGO x x x x x x  
SBB x x x x x x x
LINDOGLOBAL 10.0 x x x x      
LOCALSOLVER 6.0 x x x x      
MILES x x x x x x x
MINOS x x x x x x x
MOSEK 8 x x x x      
MSNLP x x x x   x  
NLPEC x x x x x x x
OQNLP x 32bit          
PATH x x x x x x x
SCIP 3.2 x x x x x    
SNOPT x x x x x x x
SOPLEX 2.2 x x x x x    
XA x x x        
XPRESS 28.01 x x x x x x x