LOQO for AMPL
LOQO is a powerful solver for smooth constrained optimization problems, based on interior-point method applied to a sequence of quadratic approximations. Subject to the requirement that the defining functions be smooth (at the points evaluated by the algorithm), LOQO can handle a range of problems: linear or nonlinear, convex or nonconvex, constrained or unconstrained. For convex problems, LOQO finds a globally optimal solution; otherwise, it iterates from the given starting point to find a locally optimal solution.
Getting started with LOQO
LOQO downloads are available from the My Downloads page of your account at the AMPL Portal, and are included in the bundles that are used for free trials.
Developer: Prof. Robert Vanderbei, Princeton University
Current version: 7.03
Problem types supported: Linear, quadratic, and smooth nonlinear objectives and constraints in continuous variables.
Algorithms available: An infeasible-start, primal-dual interior-point method for linear and quadratic programming, with robust extensions to more general nonlinear objective and constraint functions.
Special features: Option to assert that problem is convex, for greater efficiency.