Configuring a solver

The Xpress executable used by the example above is contained in the Xpress distribution. For other solvers please follow these steps:

1. Download a solver executable working with the NL format
   • for example: http://ampl.com/products/solvers/open-source
2. Make sure the solver executable is on the PATH
   • for example, same location as amplxpress[.exe]
     (bin subdirectory of Xpress installation)
   • alternatively, specify NL_SOLVERPATH
3. Configure your model to use the solver:
   • NL_SOLVER always needs to be set
   • use NL_SOLVERPATH if
     • the solver executable is not on the path, or
     • the executable name is different from the solver prefix in NL_SOLVER, or
     • the executable requires additional options (define a batch script)
   • optional: define specific solver settings in NL_OPTIONS

Here are some configuration examples for nlsolv controls under Windows:

• Xpress Optimizer (LP, MIP, QCQP)

  setparam("NL_SOLVER", "xpress")
  setparam("NL_SOLVERPATH", "amplxpress.exe")

• Knitro (requires a separate license, NLP)

  setparam("NL_SOLVER", "knitro")
  setparam("NL_SOLVERPATH", "knitroampl.exe")

• Cplex (requires a separate license, LP, MIP, QCQP)

  setparam("NL_SOLVER", "cplex")
  setparam("NL_SOLVERPATH", "cplexamp.exe")

• ipopt (NLP)

  setparam("NL_SOLVER", "ipopt")

• cbc (NLP)

  setparam("NL_SOLVER", "cbc")
  setparam("NL_SOLVERPATH", "cbc.bat")         ! Contents:    cbc %3 -AMPL

• SCIP (NLP)

  setparam("NL_SOLVER", "scip")
  setparam("NL_SOLVERPATH", "scip.bat")        ! Contents:    scipampl %3 -AMPL