MINLP problems are a category of nonlinear optimization problem which involve integer variables. This kind of problems can be very complicated. I was wondering what software can solve such problems and which of them is the best choice. I have heard that GAMS is the best choice for this kind of problems. But, having run a little trial and error, my collaborator wasn't able to reach a reasonable answer for our problem using the GAMS. That would be great if a complete list of software and the type of problems each can solve and reach the optimal solution is provided.
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It's not a question of the software but more a question of the solver behind. GAMS actually is a good start, it comes with good readable mathematical formulation (gams-math) and a huge variety of solver interfaces (which contain all major solvers - other softwares would probably use the same solvers). Please have a look at the GAMS documentation which solver basically can solve MINLP.
http://www.gams.com/help/index.jsp?topic=%2Fgams.doc%2Fsolvers%2Findex.html
Make some try and error with the different solvers (and their own configurations) to find which solver performs best for your problem.
Paul G.
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