CONOPT

CONOPT is a solver for large-scale nonlinear optimization (NLP) developed and maintained by A. Drud, ARKI Consulting & Development.  CONOPT is a feasible path solver based on the generalized reduced gradient (GRG) method.  CONOPT contains extensions to the GRG method such as a special phase 0, linear mode iterations, and a sequential linear programming component.  CONOPT can solve the LP, RMIP, NLP, CNS, DNLP, and RMINLP model types.  The solver manual is in CONOPT.pdf and other material can be found on http://www.conopt.com/.

An alternative version of CONOPT is distributed that is designed to speedup GAMS to solver communications and is called CONOPTD.