NLPHOPDM, an acronym for NonLinear Programming Higher-Order Primal-Dual Method, is an implementation of an interior point method built upon the HOPDM code for linear and convex quadratic optimization.

Authors

Scope

Smooth convex optimization
Accept models formulated through AMPL, CUTE and GAMS modeling languages
Runs on Linux, Solaris and W9x/WNT.

Related papers, talks and links

Epelly O., Gondzio J. and Vial J.-Ph., An interior point solver for smooth convex optimization with an application to environmental-energy-economic models, Logilab Technical Report 2000.08, Department of Management Studies, University of Geneva, Switzerland, July, 2000.

Gondzio J.,HOPDM (version 2.12) -- A Fast LP Solver Based on a Primal-Dual Interior Point Method, European Journal of Operational Research, 85 (1995), pp. 221-225.

Gondzio J., Multiple Centrality Corrections in a Primal-dual Method for Linear Programming, Computational Optimization and Applications, 6 (1996), pp. 137-156.
Epelly O. talk at ISMP conference
NLPHOPDM is based on Jacek Gondzio's HOPDM interior point solver for linear and convex quadratic optimization.

Applications

SMERGE model, nonlinearly constrained AMPL version (tar file), linearly constrained and nonlinearly constrained GAMS version

Ramsey models, linearly constrained and nonlinearly constrained AMPL versions, linearly constrained and nonlinearly constrained GAMS versions

Markal-Macro model for Switzerland (1995 model and database): linearly constrained and nonlinearly GAMS versions (tar.gz files)

Detailed results of benchmarking with CONOPT, CONOPT2, LOQO, MINOS and SNOPT

for SMERGE model: forthcoming

for Ramsey models: forthcoming

for Markal-Macro model for Switzerland (1995 model and database): linearly constrained and nonlinearly constrained outputs

Authors

Scope

Related papers, talks and links

Applications

Detailed results of benchmarking with CONOPT, CONOPT2, LOQO, MINOS and SNOPT

E-mail: Olivier.Epelly@hec.unige.ch