This directory contains source for a library of routines that help solvers work with AMPL. In this README file, the library is called amplsolver.a (the name it usually has on Unix systems), but on some systems it may have another name, such as amplsolver.so or (on Microsoft systems) amplsolv.lib. Services provided by amplsolver.a include reading AMPL's generic output (.nl) files, and writing solution (.sol) files. Subdirectories (e.g., cplex, examples, minos) contain interface routines for particular solvers; you may wish to modify these routines to make your own solver work with AMPL. To make an executable version of a particular solver, you need at least this directory and the solver's subdirectory. You need to invoke "make" once in this directory to create amplsolver.a, and then invoke "make" in each solver subdirectory of interest. The exact form of the "make" command depends on the system you are using. There is more discussion about "make" and makefiles below. Some installations have several kinds of computers, with various hardware and operating systems, and with cross-mounted file systems visible from the various computers. On such systems, the "configure" script may be helpful. It arranges to compile amplsolver.a in system-specific subdirectories with names that, unless otherwise specified, begin with "sys." and by default are determined by the Bourne-shell syntax sys.`uname -m`.`uname -s` Invoking ./configure creates a sys.* directory for the current system and adds a generic makefile, such that invoking "make" will give the same result as cd sys.`uname -m`.`uname -s` make (creating amplsolver.a in the system-specific subdirectory). Alternatively, if you deal with only one kind of hardware and Unix- or Linux-like operating system (including Cygwin or MinGW/MSYS under MS Windows), you could invoke ./configurehere to arrange for compiling amplsolver.a in this directory. Either way (after "./configure" or "./configurehere") you invoke "make" to compile amplsolver.a To get all the source files for amplsolver.a by E-mail, send netlib (e.g., netlib@netlib.org) the request send all from ampl/solvers You can also get a tar file of ampl/solvers and all its subdirectories with a web browser, by clicking on "tar" in the line "lib: models (tar)" in http://netlib.sandia.gov/ampl/ The file you download will be called netlibfiles.tar; executing tar xf netlibfiles.tar will give you directory ampl/solvers containing gzipped files and subdirectories; the next step will be cd ampl/solvers gzip -dN *.gz to uncompress the .gz files. (Do this also in any subdirectories of interest.) Beware that some older versions of Netscape and Internet Explorer mishandle "http:" URLs that end in ".gz". See the comments about tar and .gz files in /netlib/bib/compression.html (e.g., http://netlib.sandia.gov/bib/compression.html or http://www.netlib.org/bib/compression.html). For more about AMPL itself, see the AMPL book (second edition): "AMPL: A Modeling Language for Mathematical Programming" by Robert M. Fourer, David M. Gay, and Brian W. Kernighan; Duxbury Press / Brooks/Cole Publishing Company, 2002; ISBN 0-534-38809-4 See the pointers to book vendors in http://www.ampl.com/BOOK/ For solvers written in Fortran, we assume the f2c calling conventions. Source for f2c (Fortran-to-C converter) is available by E-mail from netlib@netlib.org and anonymous ftp from netlib.bell-labs.com; for details, send the E-mail message send index from f2c to netlib@netlib.org . See README.f77 for a summary of adjustments that permit use of the native Fortran 77 compilers on some systems. For machines with IBM mainframe arithmetic (i.e., the arithmetic of the IBM 360 and 370 series and their successors and imitators, such as Amdahl), use arith.ibm as arith.h and add rnd_prod.s to the end of the "a =" assignment in the makefile. For other systems, let the makefile compile and execute arithchk.c to create a suitable arith.h. Do not copy arith.h from one kind of computer to another. See the comments in "makefile" about compiling on non-ANSI systems, which may require compiling with -DKR_headers, saying "make float.h", adding strerror.c to the makefile's "a =" assignment, etc. Also see the comments in "makefile" about compiling on particular systems. Various subdirectories are available, including the following. They provide sample AMPL interfaces, but do not include source or objects for the solvers themselves (which you must get from the relevant solver vendor, noted in the README.1st file in each subdirectory). For more details about, say, MINOS, send the E-mail message send readme from ampl/solvers/minos to netlib@netlib.org . Subdirectory Comments bpmpd Research interior LP code by Cs. Meszaros. cplex Uses CPLEX Corp.'s solver: linear (simplex and interior algorithms), network, quadratic, and MIP problems. donlp2 General nonlinear optimizer by Peter Spellucci. Uses an SQP algorithm and dense linear algebra. examples Source for examples in "Hooking Your Solver to AMPL". fsqp Based on CFSQP, a nonlinear solver by Craig Lawrence, Jian L. Zhou, and Andre L. Tits. funclink Examples and system-specific makefiles for making shared libraries (.dll files) of imported (i.e., user-defined) functions. lancelot Based on LANCELOT (by A. R. Conn, Nick Gould, and Ph. L. Toint): general nonlinear programming code using sparse linear algebra. loqo Interior code by Robert Vanderbei: for linear and convex quadratic (or convex nonlinear) problems. lpsolve Simplex and MIP solver based on lp_solve by Michel Berkelaar (michel@es.ele.tue.nl). minos Uses Murtagh & Saunders's code for nonlinear problems; reduces to simplex on linear problems. nlc Source for "nlc" program, which emits Fortran or C for computing objectives, constraint bodies, and their gradients. npopt New version of npsol (see below), available from Philip Gill to people who have npsol. npsol Based on NPSOL (by Gill, Murray, Saunders, Wright), a sequential quadratic programming code for solving nonlinear programming problems. path Based on the PATH solver of Prof. Michael C. Ferris and his former students Steven P. Dirkse and Todd S. Munson, for solving "square" nonlinear complementarity problems. snopt Sparse nonlinear solver by Philip Gill et al., available from him to people who have npsol. xpress Based on XPRESS-MP, a solver for linear and quadratic programming problems involving continuous or integer variables by Dash Optimization, http://www.dashoptimization.com/ For information about arranging to use other solvers with AMPL, see "Hooking Your Solver to AMPL", Postscript for which is ftp://www.ampl.com/REFS/hooking.ps.gz http://www.ampl.com/REFS/hooking.ps.gz and a corresponding html version is http://www.ampl.com/REFS/HOOKING/ Be sure to request the changes file periodically to see about bug fixes and other updates, or send the 2-word E-mail message subscribe ampl to netlib@netlib.org to receive notification of updates. Please send bug reports and other comments to dmg@ampl.com (David M. Gay). This directory contains several makefile variants with names of the form makefile.*; makefile.u is for Unix systems, and the others are for various PC compilers. Comments in makefile.u describe adaptions for particular Unix systems. The PC variants start (after legal disclaimers) with comments saying what compiler they are for and telling what "make" incantation to use. The "examples" subdirectory and a few others have analogous makefile variants are obtained from makefile.u by changing ".o" to ".obj" and suitably adjusting the rules for compiling, linking, and making libraries. The PC makefiles create "amplsolv.lib" and are set up for Win32; some of the PC makefiles have comments explaining changes for MS-DOS. If you are using Microsoft Visual C++, see the comments in makefile.vc about linking solvers. The PC makefiles require you to make details.c by hand (since deriving it automatically seems hard to do reliably). It should reflect the compiler you are using. For example, for Microsoft Visual C++ 6.0, having details.c consist of the single line char sysdetails_ASL[] = "MS VC++ 6.0"; would be appropriate. For systems other than Intel IA32 systems (e.g., for IA64 or DEC Alpha systems), the system should also be indicated in sysdetails_ASL. This string is used by some solvers as part of the output produced for the "version" keyword and the -v command-line option. Formerly it was necessary to check by hand whether your math library sometimes returns NaNs without setting errno when math functions are called with invalid arguments, and if so to add -DNANCHECK to the CFLAGS assignment of the relevant makefile variant. Now this detail should be handled by a #define in arith.h, which should be computed automatically as described above. If you know that your math library never sets errno, adding -DNO_ERRNO to the relevant CFLAGS assignment will save a little time and perhaps avoid compiler complaints. When linking nonlinear solvers on some systems, it's necessary to add system-dependent keywords to the linking command, e.g., to make dlopen() visible. Some of the makefiles for specific solvers have comments about this, and subdirectory funclink contains sample makefiles that illustrate how to do things on for several popular systems. In general, it is necessary once in this directory to give the appropriate "make" invocation, such as make on Unix platforms, nmake -f makefile.vc under Windows NT or W9x with MS Visual C++, etc., and then to give a suitable "make" invocation in each solver subdirectory of interest. On non-Unix systems, in many of the solver subdirectories it may be necessary to modify the Unix makefile into the form required by the system.