Performance of several nonlinear programming software packages on microcomputers

This paper investigates the performance of six NLP packages, including MATLAB, IMSL, AMPL, GAMS, GINO, and SQP, by solving seventy test problems on a PC 486 machine. These packages are categorized as library subroutines, modeling languages, and the conventional NLP codes. The results show that AMPL and GINO have the best ability in solving NLP problems optimally, GAMS is the most efficient package in terms of the execution time, GINO has the most accurate solution, and MATLAB needs the least effort in modeling problems. In sum, GAMS and GINO have the best overall performance, followed by AMPL. All these three packages are of modeling language type.