I am having a problem regarding choosing parameters for the solvers KNITRO or CONOPT through the GAMS package. Here is my model. And here are the solvers options for KNITRO and CONOPT.
using GAMS, JuMP
model = Model(GAMS.Optimizer)
set_optimizer_attribute(model, GAMS.Solver(), "KNITRO")
set_optimizer_attribute(model,"algorithm", 0)
set_optimizer_attribute(model,"maxit", 1e4)
set_optimizer_attribute(model,"feastol", 1e-10)
set_optimizer_attribute(model,"infeastol", 1e-10)
or
model = Model(GAMS.Optimizer)
set_optimizer_attribute(model, GAMS.Solver(), "CONOPT")
set_optimizer_attribute(model,"Tol_Feas_Min", 1E-10)
set_optimizer_attribute(model,"Tol_Feas_Max", 1E-10)
Is this the correct way to set the parameters for these solvers? The solver seems not to be able to read what I add as a parameter.