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How to use MINOS or SNOPT with GEKKO

I am working on an optimization problem and I want to use MINOS or SNOPT solvers to find a solution to it. In the GEKKO website https://gekko.readthedocs.io/en/latest/overview.html , they mentioned that MINOS and SNOPT are available but with a commercial License

how could I get this License?

Now, I am using APOPT, but I have to use SNOPT

Solution

  • Licenses for SNOPT and MINOS are available from Stanford Business Software, Inc. If you share benchmark information with your manager or professor, you may not need SNOPT. Testing on 494 benchmark problem shows that APOPT (MINLP) and IPOPT (NLP) beat the performance of SNOPT and MINOS. APOPT and IPOPT are freely available in Gekko.

    APOPT Benchmark

    Hedengren, J.D., Mojica, J.L., Cole, W., Edgar, T.F., APOPT: MINLP Solver for Differential Algebraic Systems with Benchmark Testing, INFORMS Annual Meeting, Phoenix, AZ, Oct 2012.

    There is a free version of SNOPT available through the NEOS server but it requires AMPL format.