The Solver for Local Nonlinear Optimization Problems version 1.1, June, 1997 C source library for use with HP UNIX C by Alexei V. Kuntsevich & Franz Kappel Karl-Franzens University of Graz Institute for Mathematics Heinrichstr. 36 A-8010 Graz (Austria) E-mail: franz.kappel@kfunigraz.ac.at The program SolvOpt (Solver for local optimization problems) is concerned with minimization resp. maximization of nonlinear, possibly non-smooth objective functions and with the solution of nonlinear programming problems taking into account constraints by the so-called method of exact penalization. SolvOpt can solve the following nonlinear optimization problems: Type Problem Unconstrained min{f(x): x in R(n)} Optimization max{f(x): x in R(n)} Constrained min{f(x): g(x)<=0, h(x)=0, x in R(n)} Optimization The function SOLVOPT requires that the user supplies at least a routine containing the code which computes the values of the objective function at a given point. Unless the user also provides a routine containing the code for computing the (sub)gradient of the objective function, these (sub)gradients are calculated by the program itself using finite differences. For the constrained problem, the user is required to supply additionally at least a routine containing the code which computes the maximal residual for a set of constraints at a given point. For more information see the Tutorial part of the manual on SolvOpt. ------------ * ------------ C o n t e n t s o f t h e d i s t r i b u t i o n d i s k solvopt.c is the C code for the optimization function SolvOpt (SOLver for local nonlinear OPTimization problems), solvopt.h is a header file which sets the optional parameters to the defaults, rosenbr.c is a sample unconstrained problem file containing the routines required for minimization of Rosenbrock's saddle function, shor.c is a sample nonsmooth unconstrained problem file containing the routines required for minimization of Shor's piece-wise quadratic function. nlpsmple.c is a sample constrained problem file containing the routines required for solving the Shell Dual problem, readme is this file. ------------ * ------------ The libraries (for use with MS Visual C) and (for use with HP C) contain different source codes. !!! PLEASE, DOWNLOAD THE APPROPRIATE ARCHIVE FILE !!!