Reference manual
This chapter contains descriptions of the solvopt function/subroutine, auxiliary routines and sample problem files. The functions/subroutines are listed within the groups by their purpose, that is exactly in the order in which they are listed in the tables below. Information is also available through the online help facility for Matlab functions and readme files specific for a programming language. The following tables detail the routines and demonstration programs available:

Nonlinear optimization

solvopt The solver for local nonlinear optimization problems (Matlab, FORTRAN, C)

Utilities and auxiliary routines

apprgrdn Finite difference approximation of the gradient ( Matlab, FORTRAN, C)
soptions parameter settings (Matlab, FORTRAN)

Include and header files

messages.inc Error and warning strings (FORTRAN specific)
solvopt.h Parameter settings (C specific)

Demonstrations and examples

Matlab specific:
initdual Constants for the Shell Dual Problem
dualshf Value of the penalty function of the Shell Dual Problem
dualshg Gradient of the penalty function of the Shell Dual Problem
dsobjf Value of the objective function of the Shell Dual Problem
dsobjg Gradient of the objective function of the Shell Dual Problem
dscntf Maximal residual for a set of constraints (Shell Dual Problem)
dscntg Gradient of the constraint function with the maximal residual at a point (Shell Dual Problem)
initill Constants for the Ill-conditioned LP problem
illclinf Value of the penalty function of the Ill-conditioned LP problem
illcling Gradient of the penalty function of the Ill-conditioned LP problem
initmaxq Constants for Lemarechal's MaxQuad function
maxquadf Value of Lemarechal's MaxQuad function
maxquadg Gradient of Lemarechal's MaxQuad function
shorf Value of Shor's function
shorg Gradient of Shor's function
solvdemo Tutorial walk-through
testf Interface function to Moré set of tests, returns the objective function value
testg Interface function to Moré set of tests, returns the gradient
unctest Minimization of supplied test functions
UNCPROBS The directory that contains the M-codes for commonly used differentiable test functions by Moré et al.

FORTRAN specific:
dualshl0, dualshl1, dualshl2, dualcnst, dualcnt2 Sample problem files for solution of the Shell Dual Problem
shor Sample problem file for minimization of Shor's piece-wise quadratic function

C specific:
nlpsmple Sample problem file for solution of the Shell Dual Problem
shor Sample problem file for minimization of Shor's piece-wise quadratic function
The demonstration and sample files are not documented in this reference manual. They are partly described in the Tutorial (see the complete manual). One can also find detailed comments in the sources files.

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