The Solver for Local Nonlinear Optimization Problems
                 version 1.1, June, 1997
                 
MSFWin32                   
FORTRAN source library for use with 
MS PowerStation FORTRAN Optimizing Compiler 1.0 
                   
          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 routine SOLVOPT requires that the user supplies at least a subroutine 
containing the code which computes the values of the objective function 
at a given point. Unless the user also provides a subroutine 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

solvopt.for     is the optimization routine SolvOpt 
                (SOLver for local nonlinear OPTimization problems),

dualshl0.for    is a sample problem file illustrating the case of
                a priori chosen penalty coefficient. It also provides
                an example of passing the user's parameters by use of
                entry points to a subroutine.

dualshl1.f(or)  is a sample problem file illustrating the case of
                a priori chosen penalty coefficient. It also provides
                an example of passing the user's parameters by use of
                FORTRAN common blocks.
                
dualshl2.f(or)  is a sample problem file illustrating the case of
                a priori chosen penalty coefficient. It also provides
                an example of the use of the finite difference approximation 
                of the gradients.

dualcnst.f(or)  is a sample problem file illustrating the case of
                solving an NLP problem by use of penalization. The 
                penalty coefficient is chosen automatically by the
                solver.
                
dualcnt2.for    is a sample problem file illustrating the case of
                solving an NLP problem by use of penalization. The 
                penalty coefficient is chosen automatically by the
                solver. In the case, the gradients are approximated
                by the finite differences.

rosenbr.for     is a sample unconstrained problem file containing
                the routines required for minimization of Rosenbrock
                function.

readme          is this file.
                
shor.for        is a sample nonsmooth unconstrained problem file containing
                the routines required for minimization of Shor
                piece-wise quadratic function.

messages.inc    is an include file to compile with solvopt.f(or) which
                contains definitions of warning and error messages.
                
soptions.for    returns the default values for the optional parameters.

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                            The libraries 
                <MSFWin32> (for use with MS FORTRAN) and 
       <HPF90> (for use with HP FORTRAN-90) contain different source codes.
           !!! PLEASE, DOWNLOAD THE APPROPRIATE ARCHIVE FILE !!!