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GAMS Solvers

A large number of solvers for mathematical programming models has been hooked up to GAMS. Below we give a brief description of each solver. For more information click on the appropriate link.

AlphaECP MINLP solver based on the extended cutting plane (ECP) method
BARON Branch-And-Reduce Optimization Navigator for proven global solutions from The Optimization Firm
BDMLP LP solver that comes with any GAMS system
BENCH A utility to facilitate benchmarking of GAMS solvers and solution verification.
COIN-OR Link to the solvers in the COIN-OR project (COmputational INfrastructure - Operations Research).
CONOPT Large scale NLP solver from ARKI Consulting and Development
CONVERT Framework for translating models into scalar models of other languages
CPLEX High-performance LP/MIP solver from IBM
DECIS Large scale stochastic programming solver from Stanford University
DICOPT Framework for solving MINLP models. From Carnegie Mellon University
EXAMINER A tool for examining solution points and assessing their merit
GAMS/AMPL A link to solve GAMS models using solvers within the AMPL modeling system
GAMSCHK A System for Examining the Structure and Solution Properties of Linear Programming Problems Solved using GAMS
GAMS/LINGO A link to solve GAMS models using solvers within the LINGO modeling system
GUROBI High performance LP/MIP solver from Gurobi Optimization
Gather-Update-Solver-Scatter (GUSS) A framework for solving many instances of related models efficiently
KNITRO Large scale NLP solver from Ziena Optimization, Inc.
LGO Lipschitz global optimizer from Pinter Consulting Services
LINDOGlobal MINLP solver for proven global solutions from Lindo Systems, Inc.
MILES MCP solver from University of Colorado at Boulder that comes with any GAMS system
MINOS NLP solver from Stanford University
MOSEK Large scale LP/MIP plus conic and convex non-linear programming system from MOSEK ApS
MPSGE Modeling Environment for CGE models from University of Colorado at Boulder
MSNLP Multi-start method for global optimization from Optimal Methods Inc.
NLPEC MPEC to NLP translator that uses other GAMS NLP solvers
OQNLP Multi-start method for global optimization from Optimal Methods Inc.
PATH Large scale MCP solver from University of Wisconsin at Madison
PATHNLP Large scale NLP solver for convex problems from University of Wisconsin at Madison
SBB Branch-and-Bound algorithm from ARKI for solving MINLP models
SCIP High-performance LP/MIP solver from the Konrad-Zuse-Zentrum fuer Informationstechnik Berlin (ZIB)
SCENRED A tool for the reduction of scenarios modeling the random data processes
SNOPT Large scale SQP based NLP solver from Stanford University
XA Large scale LP/MIP system from Sunset Software
XPRESS High performance LP/MIP solver from FICO

Contributed Plug&Play Solvers

Kestrel Framework for using remote NEOS solvers with a local GAMS system

These are the model types supported by each solver.

Supported Platforms

Solver/Platform availability - 23.7    July 14, 2011
  x86
MS Windows
x86_64
MS Windows
x86
Linux
x86_64
Linux
Sun Sparc
SOLARIS
Sun Sparc64
SOLARIS
Sun Intel
SOLARIS
IBM RS-6000
AIX 5.3
Mac Intel32
Darwin
Mac x86_64
Darwin
ALPHAECP x x x x x x x x x x
BARON 9.3 x x x x            
BDMLP x x x x x x x x x x
COIN-OR x x x x     x   x x
CONOPT 3 x x x x x x x x x x
CPLEX 12.3 x x x x x x x x x x
DECIS x x x x x 32bit        
DICOPT x x x x x x x x x x
GUROBI 4.5 x x x x       x   x
KNITRO 7.0 x x x x     x   x x
LINDOGLOBAL 6.1 x x x x 6.0 6.0 x   x x
LGO x x x x x x x   x x
MILES x x x x x x x x x x
MINOS x x x x x x x x x x
MOSEK 6 x x x x     x   x x
MPSGE x x x x x x x x x x
MSNLP x x x x x 32bit     x x
NLPEC x x x x x x x x x x
OQNLP x 32bit x 32bit            
PATH x x x x x x x x x x
SBB x x x x x x x x x x
SCIP x x x x     x   x x
SNOPT x x x x x x x x x x
XA x 32bit x x            
XPRESS 22.01 x x x x x x x x    
Contributed Plug&Play solvers
AMPLwrap x x x x x x x x x x
DEA x x x x x x x x
Kestrel x 32bit x 32bit x          
For backward compatibility we maintain older versions of operating systems and solvers. Please call.