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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 Ilog
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
GAMSBAS A Program for Saving an Advanced Basis for GAMS
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
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.
OSL High performance LP/MIP solver from IBM
OSLSE OSL Stochastic Extensions for solving stochastic models
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
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 Dash

Contributed Plug&Play Solvers

AMPLwrap Framework for using AMPL solver for GAMS models
DEA Large scale Data Envelop Analysis Solver from University of Wisconsin at Madison
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 - 23.0    February 14, 2009
  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 4.3		 Mac PowerPC
Darwin		 Mac Intel32
Darwin		 HP 9000
HP-UX 111		 SGI
IRIX2		 DEC Alpha
Digital Unix 4.03
ALPHAECP x x x x x x x x x x     x
BARON 8.1 x 32bit x 32bit       x          
BDMLP x x x x x x x x x x x x x
COIN x x x x     x   x x      
CONOPT 3 x x x x x x x x x x x x x
CPLEX 11.2 x x x x x x x x   x 10.0 9.1 8.1
DECIS x x x x x 32bit   x     x x x
DICOPT x x x x x x x x x x x x x
GUROBI 1.0 x x x x                  
KNITRO 5.2 x x x x x 32bit     x x      
LINDOGLOBAL 5.0 x x x x x x     x x      
LGO x x x x x x x   x x x x x
MILES x x x x x x x x x x x x x
MINOS x x x x x x x x x x x x x
MOSEK 5 x x x x x x x   x x 3.2    
MPSGE x x x x x x x x x x x x x
MSNLP x x x x x 32bit     x x x    
NLPEC x x x x x x x x x x x x x
OQNLP x 32bit x 32bit                  
OSL V3 x 32bit x 32bit x 32bit   x     V2 V2  
OSLSE x 32bit x 32bit x 32bit   x          
PATH x x x x x x x x x x x x x
SBB x x x x x x x x x x x x x
SNOPT x x x x x x x x x x x x x
XA x 32bit x x x 32bit   x     x   x
XPRESS 19.00 x 32bit x 32bit x 32bit   18.00     16.10    
1)GAMS distribution for HP 9000/HP-UX is 22.1.
2)GAMS distribution for SGI IRIX is 22.3.
3)GAMS distribution for DEC Alpha is 22.7.
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.