     The Solver for Local Nonlinear Optimization Problems
                   version 1.1, June, 1997
                    
C source library
for use with MS Visual C version 2.0 (MSVC)
                                                        
          by Alexei V. Kuntsevich & Franz Kappel

          Karl-Franzens University of Graz
          Institute for Mathematics
          Heinrichstr. 36
          A-8010 Graz (Austria)

          E-mail: alex@bedvgm.kfunigraz.ac.at
                  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.

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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.

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                            The libraries 
            <MSVC2> (for use with MS Visual C version 2.0),
          <MSVC5> (for use with MS Visual C version 5.0) and 
         <HPC> (for use with HP C) contain different source codes.
           !!! PLEASE, DOWNLOAD THE APPROPRIATE ARCHIVE FILE !!!

