[Couenne] MUMPS memory errors when running Couenne in GAMS

[Tony Kelman]

Couenne listserv,

I've been trying out Couenne for global optimization of some NLP's. It
looks like it's more common to use AMPL here, but I already had my problem
formulated in GAMS to compare with BARON. The good news is Couenne starts
up fine in GAMS and the lower bound gets tightened most of the way pretty
quickly. For experimentation's sake I'm trying to run with a very tight
gap tolerance, to compare how long it takes to tighten the last few
percent.

This is where I'm running into the following error:
           0 :Error allocating BUFR:IERR=          41
MUMPS returned INFO(1) =-13 - out or memory.
In some cases it helps to decrease the value of the option
"mumps_mem_percent".

I've tried a few different values of mumps_mem_percent in couenne.opt, but
the error keeps happening. The NEOS server seems to run much faster than
my local machine here - the official NEOS page for Couenne only works with
AMPL files, but when I submit a GAMS file with option nlp=couenne; via the
BARON page it appears to work. This may not be properly using my
couenne.opt options file, I'm not sure. I'm also doing tests locally, it
just takes a lot longer to find out if anything changes.

I'm having a hard time understanding which options belong to which solver,
and how to specify the proper changes. Does Couenne call MUMPS directly at
any point, or is it only Ipopt that uses MUMPS? I've tried changing
linear_solver to one of the other options but GAMS doesn't seem to
recognize it - should it be in ipopt.opt, or in couenne.opt but specified
as ipopt.linear_solver or something to that effect? Or do I need to
reformulate my model in AMPL to get this to work properly? Oh, and does
anyone know whether the other linear solvers are compiled and available to
use on the NEOS machines?

Thanks,
Tony Kelman