The Lipschitz Global Optimizer (LGO) software integrates global and local scope search methods, to handle nonlinear optimization models. Here we discuss the LGO implementation linked to the General Algebraic Modeling System (GAMS). First we review the key features and basic usage of the GAMS /LGO solver option, then present reproducible numerical results to illustrate its performance.
Citation
Technical report, PCS Inc., 2006. Submitted for publication.