A proven choice for highly nonlinear problems, CONOPT’s efficient and reliable multi-method architecture handles a broad range of models. Specialized techniques achieve feasibility quickly, while powerful preprocessing tools reduce problem size and suggest formulation improvements.
Developer: ARKI Consulting & Development A/S
Current version: 3.15
Problem types supported: Linear, quadratic, and general smooth nonlinear objectives and constraints in continuous variables.
Algorithms available: Dynamic selection among feasible-path generalized reduced gradient, sequential quadratic programming, and sequential linear programming.
Special features: Extensions to the basic algorithms take advantage of second derivatives and identify feasible solutions more reliably.
ARKI Consulting & Development website
Guide and option listing: Using CONOPT with AMPL