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Lgo guide AMPL-LGO User's Guide Written by Janos D Pinter Pinter Consulting Services Inc Contributions by David M Gay AMPL Optimization Inc Current document version - - C COPYRIGHT NOTICE AMPL - A Modeling Language for Mathematical Programming C AMPL Opti

AMPL-LGO User's Guide Written by Janos D Pinter Pinter Consulting Services Inc Contributions by David M Gay AMPL Optimization Inc Current document version - - C COPYRIGHT NOTICE AMPL - A Modeling Language for Mathematical Programming C AMPL Optimization Inc www ampl com LGO Solver Suite for Global and Local Nonlinear Optimization C Pinter Consulting Services Inc www pinterconsulting com All rights reserved Please contact Janos D Pinter at janos d pinter gmail com if you wish to cite or use the contents of this document in any form AMPL AMPL is a language for mathematical programming that greatly facilitates the formulation of optimization models and the generation of the requisite computational data structures AMPL enables optimization model development in a natural concise and scalable fashion it also supports the seamless invocation of various solver engines to handle the resulting optimization models AMPL integrates a modeling language for describing a model consisting of variables objectives and constraints all of which may involve sets and parameters that can be supplied separately facilities for supplying data values for sets and parameters in the model a command language for browsing models and analyzing results and a scripting language for gathering and manipulating data and for implementing iterative optimization schemes All listed language components use the same concepts and syntax for streamlined application development testing deployment and maintenance AMPL has been extensively documented elsewhere Therefore here we refer only to the AMPL book by Fourer Gay and Kernighan - as the primary source of information - and to the website of AMPL Optimization Inc www ampl com From this website you can download a fully functional free AMPL trial version with model size limitations set by AMPL Optimization as well as all chapters of the AMPL book in PDF file format Let us note that the AMPL trial version already supports the development and exploration of non-trivial nonlinear optimization models The AMPL software product is supported by AMPL Optimization Inc To obtain a licensed copy of AMPL contact info ampl com All questions related to AMPL should also be sent to info ampl com Nonlinear Optimization Using LGO LGO is an integrated solver suite for general constrained nonlinear global and local - optimization NLO Here we present a short formal introduction to the subject of NLO and motivate the usage of a global-local NLO tool as an AMPL solver engine option A large variety of quantitative decision problems in the applied sciences engineering and economics can be described by constrained optimization models In such models the best decision is sought that satisfies all stated feasibility constraints and minimizes or maximizes the value of a given objective function A generic constrained optimization model can be concisely stated as follows minimize f x s t x belongs to the feasible set D Here x is an n-vector of the real space R n and f is a scalar-valued objective function f R n - R The set D is defined by box constraints and optionally defined