DONLP2 Short Users Guide

Abstract

This paper gives a short introduction into the design and the usage of the nonlinear programming code DONLP2. Only information pertinent to the users of the AMPL interface is given here. A more detailed description of the internal organization of the code, e.g. for users which might want to modify the code according to their needs, can be obtained from the sites with provide source code, e.g. netlib in directory opt/donlp2. 1 INTRODUCTION DONLP2 implements a variant of the SQP-method. It is designed to solve problems of the general form NLP: f(x) ! = min x2\Omega ; (1.1) where \Omega = fx 2 IR n : h(x) = 0 2 IR p ; g(x) 0 2 IR m g: (1.2) (In the following description we assume\Omega 6= ; of course. If this does not hold, then the code will terminate near a stationary point of a penalty term constructed from the constraints, see below.) It is assumed that f; h and g are defined on a open superset of\Omega and two times continuously differentiable there. Given some regularit..