Conopt all local optimum

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frds17
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Conopt all local optimum

Post by frds17 »

Hi all,

Is there a way for Conopt to give me all optimal solution within a bounded set?

Thanks,
Fabio
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bussieck
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Re: Conopt all local optimum

Post by bussieck »

No. You might try MSNLP (with Conopt as a subsolver). MSNLP is a multi-start method that starts a local solver from many points. MSNLP can report all the distinct locally optimal solutions (https://www.gams.com/latest/docs/S_MSNL ... OCALS_FILE) it finds, no guarantee for getting all for them.

Good luck,
-Michael
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