Choosing an appropriate Solver
For any of the GAMS problem classes (LP, MCP, MINLP, ...), there is no solver that is best on every problem instance. Below, we provide some links to rules of thumb on choosing a solver or solver comparisons.
- T. Koch, T. Achterberg, E. Andersen, O. Bastert, T. Berthold, R. Bixby, E. Danna, G. Gamrath, A. Gleixner, S. Heinz, A. Lodi, H. Mittelmann, T. Ralphs, D. Salvagnin, D. Steffy, K. Wolter, MIPLIB 2010, Mathematical Programming Computations, 3:2 (2011) 103-163. preprint
- M. Bussieck and S. Vigerske, MINLP Solver Software.
- SNOPT vs. IPOPT: P. Gill, M. Saunders, E. Wong, On the Performance of SQP Methods for Nonlinear Optimization, 2015
- MINOS vs. CONOPT
- PATH vs. MILES
- H. Mittelmann: Decision Tree for Optimization Software and Benchmarks for Optimization Software