LOQO is a powerful solver for smooth constrained optimization problems, based on interior-point method applied to a sequence of quadratic approximations. Subject to the requirement that the defining functions be smooth (at the points evaluated by the algorithm), LOQO can handle a range of problems: linear or nonlinear, convex or nonconvex, constrained or unconstrained. For convex problems, LOQO finds a globally optimal solution; otherwise, it iterates from the given starting point to find a locally optimal solution.
How to use it¶
ampl: option solver loqo; # change the solver ampl: option loqo_options 'option1=value1 option2=value2'; # specify options ampl: solve; # solve the problem
Full list of solver options: