The Solver for Local Nonlinear Optimization Problems v.1.1, June, 1997 For Use with Matlab by Alexei Kuntsevich & Franz Kappel Karl-Franzens University of Graz Institute for Mathematics Heinrichstr. 36 A-8010 Graz (Austria) E-mail: franz.kappel@kfunigraz.ac.at I n s t a l l a t i o n Instructions for installing toolboxes are found in the section entitled "Installing Toolboxes" in the computer specific section of the MATLAB User's Guide. - Create the subdirectories ...matlab\toolbox\solvopt ...matlab\toolbox\solvopt\uncprobs - Copy the contents of the installation disk to your hard disk. - Add the respective Matlab pathes to the Matlab startup file. At the third installation step, one has to modify the file MATLABRC.M found in the Matlab root directory as follows: Find the section starting with matlabpath([... and add the following two lines 'c:\matlab\toolbox\solvopt;'... 'c:\matlab\toolbox\solvopt\uncprobs;'... The starting substring is to be substituted by the actual path (if it differs). 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 Programs: APPRGRDN.M is the M-file for the forward difference approximation of a gradient at a point, SOLVOPT.M is the M-file for the optimization routine SolvOpt (SOLver for local nonlinear OPTimization problems), SOLVDEMO.M is a tutorial walk-through, SOLVTEST.M allows minimization of Mor`e test functions, SOPTIONS.M sets the default values for the optional parameters, Files for supplied test functions: INITDUAL.M returns the standard starting point and sets the values for constant vectors and matrices for the Shell Dual problem, INITILL.M returns the standard starting point and sets the values for constant vectors and matrices for the Ill-conditioned Linear Programming problem, INITMAXQ.M returns the standard starting point and sets the values for constant vectors and matrices for Lemarechal's MaxQuad function, DSOBJF.M returns the value of the objective function at a point for the Shell Dual problem, DSOBJG.M returns the gradient of the objective function at a point for the Shell Dual problem, DSCNTF.M returns the maximal residual of the set of constraints at a point for the Shell Dual problem, DSCNTG.M returns the gradient of the constraint function with the maximal residual at a point for the Shell Dual problem, DUALSHF.M returns the value of the exact penalty function at a point for the Shell Dual problem, DUALSHG.M returns the gradient of the exact penalty function at a point for the Shell Dual problem, ILLCLINF.M returns the value of the exact penalty function at a point for the Ill-conditioned Linear Programming problem, ILLCLING.M returns the gradient of the exact penalty function at a point for the Ill-conditioned Linear Programming problem, MAXQUADF.M returns the value of Lemarechal's function at a point, MAXQUADG.M returns the gradient of Lemarechal's function at a point, SHORF.M returns the value of Shor's function at a point, SHORG.M returns the gradient of Shor's function at a point, TESTF.M returns the value of the functions at a point for specified UNC-problems, TESTG.M returns the gradient at a point of the functions for specified UNC-problems, UNCPROBS is the directory which contains the M-codes for the smooth functions, README is this file.