version 1.1 (1997)

F. A. Q.

Linux users: Will your C code run under Linux?
Yes, but comment out the line "#include <math.h>", because Linux C uses the HP C math macros as functions.
The ps-files are not readable by ghostview.
GSview32 (version 2.1 and higher for Windows) and ghostview (version 1.5 and higher for Unix, properly installed) read the files correctly.
The ps-files are not printable.
The files can be printed on any HP Postscript printer. We did not try to print these files on other printers.
I don't like to pass the parameters to the functions fun and grad by GLOBAL declarations. Why don't you use the same technique as the one used in the Matlab Optimization Toolbox?
Actually, the evaluating strings feature provided by the Matlab function eval can be used in SolvOpt, but we avoid using it. The reasons are: (i) this causes logical (structural) changes in the code and (ii) we cannot see any danger of using global declarations. However, we shall definitely change this in the next version.
The solver fails to find the minimum for some known test functions.
Yes, this may happen with the current version too. There are some nasty cases, where every optimization routine fails. To learn more about these cases visit the page Moré set of test functions. In general, the worst case for the solver is a "ravine" with very steep and almost parallel walls and a flat bottom.
Is SolvOpt an interior point solver?
Certainly, it is not. SolvOpt uses penalization of the constraints, therefore, it is required that an objective function is defined everywhere. (See the next item).
The objective function is undefined outside the feasible set. Is it still possible to apply SolvOpt for the case?
Yes, it is. However, this requires the use of the user defined penalty function. At every point where the objective function is not defined, the user has to complete the function definition by setting it to a linear penalty function with sufficiently large (but finite) penalty coefficient. The user has to choose a suitable penalty coefficient himself.
Solvopt fails quite frequently when using it for solving a linear program because of "function is extremely steep at the optimum" (which is not the case).
This message concerns the penalty function which is an objective for the solver. Actually, this happens when the LP (NLP) problem has no feasible point. The warning message comes to indicate an irregular case, however, one can trust the solution obtained. It minimizes constraint violations in the case).

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Online reference,   Performance and tests.

Alexei Kuntsevich
& Franz Kappel
Mail to Prof. F. Kappel

August 15, 1998