Q: I would like to change the default solver (e.g. use CONOPT instead of MINOS for NLPs).
Changing the default solver can be done in various ways:
gamsinstagain and change the default solver there.
option nlp=conopt. This will override all other settings and will tell GAMS to use GAMS/CONOPT to solve NLP models instead of the default NLP solver.
Note: Solvers, which call other solvers as a sub system (i.e DICOPT or SBB) may require an option file to change the default solver for the sub problem. Please refer to the solver documentation for more information.