Conopt all local optimum

GAMS
1

Hi all,

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

Thanks,
Fabio

2

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_MSNLP.html#MSNLP_LOCALS_FILE) it finds, no guarantee for getting all for them.

Good luck,
-Michael