Option file name

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You must also create a file that contains the options to be passed on to the solver.  The name of that file is specific to the solver being used.  In particular the file name is

 

solvername.ext,

 

where solvername is the name of the solver that is currently being used to solve this problem type and is either the default solver or the one defined in a statement like:

 

option modeltype=solvername;

 

The file extension ext depends on the value to which the optfile model attribute has been set.  If the model contains a statement like

 

mymodel.optfile = 1 ;

 

the file extension is opt.  Setting this to values other than one changes this extension name in a manner as covered below.

For example, if we are solving a

NLP and the active NLP solver is CONOPT the option file would be called conopt.opt;
LP and the active LP solver is CPLEX the option file would be called cplex.opt.
MINLP active MINLP solver is DICOPT the option file would be called dicopt.opt.