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 amplsolv.lib on Microsoft systems. Services provided by amplsolver.a include reading AMPL's generic output (.nl) files, and writing solution (.sol) files. On netlib, 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 Updates to the source for amplsolver.a appear first in http://ampl.com/netlib/solvers and the current source is generally available in the gzipped tar file http://ampl.com/netlib/solvers.tgz In the course of a week or so, updates should reach netlib servers, such as http://www.netlib.org. 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 PDF files for individual chapters are freely available from the AMPL web site; see http://ampl.com/resources/the-ampl-book/ . For solvers written in Fortran 77, we assume the f2c calling conventions. Source for f2c (Fortran-to-C converter) is available from netlib. 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 particular systems. Various solver-specific subdirectories are available from netlib or http://ampl.com/netlib, 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). 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. gurobi Uses Gurobi Optimization's solver: linear (simplex and interior algorithms), network, quadratic, and MIP problems. 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 Fair Isaac Corporation. For information about arranging to use other solvers with AMPL, see "Hooking Your Solver to AMPL", Postscript for which is http://ampl.com/REFS/hooking.ps.gz and a corresponding html version is http://ampl.com/REFS/HOOKING/ Updates to AMPL are reported in http://ampl.com/dl/ampl.updates.html This directory contains two makefile variants with names of the form makefile.*; makefile.u is for Unix systems and makefile.vc is for Microsoft systems. Comments in makefile.u describe adaptions for particular Unix systems. The makefile.vc variant creates "amplsolv.lib" and has comments about linking solvers. This variant require you to make details.c by hand (since deriving it automatically seems hard to do reliably). The details.c file 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. This string is used by some solvers as part of the output produced for the "version" keyword and the -v command-line option. 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 on netlib, 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 MS Windows, and then to give a suitable "make" invocation in each solver subdirectory of interest. On non-Unix (non-Linux) systems, in many of the solver subdirectories it may be necessary to modify the Unix makefile into the form required by the system. With Microsoft Studio 2017, due to a compiler bug you will need to compile avltree.c without optimization. After the "nmake" invocation aborts with an error message about an internal error in the compiler, invoke cl -c -MT avltree.c and then again invoke nmake -f makefile.vc to continue building the solver-interface library. A variant of the "solvers" directory is "solvers2", whose source is in the gzipped tar file http://ampl.com/netlib/solvers2.tgz which is preferable for use with many nonlinear solvers, because its nonlinear evaluations are often faster, and for large problems, its internal representation of nonlinear expressions takes less space. With suitable call variants involving a thread-specific workspace, it also allows parallel nonlinear evaluations. For most nonlinear solvers that just use one thread, "solvers2" is a drop-in replacement for the "solvers" directory. Solvers that use multiple threads should first call fg_read() or pfgh_read() and then invoke EvalWorkspace *ew = ewalloc(); (or "ew = asl->p.Ewalloc(asl);") once per thread. Such solvers should use the resulting thread-specific ew value in call variants whose names end in "_ew" and whose first argument is ew, e.g., "objval(ew,np,x,ne)" rather than "objval(np,x,ne)". The "_ew" variants are declared in solvers2/asl.h. Some solvers, such as ilogcp for constraint programming, need to see expression graphs. Such solvers must continue to use "solvers" rather than "solvers2". Solver source can check "#ifdef _ASL_EW_" to determine whether header files come from "solvers2" (when the "ifdef" test is true) or "solvers". This should only be relevant to solvers that use multiple threads. When using the "solvers" directory (rather than "solvers2"), for each new thread, such solvers must allocate a new ASL structure, use it in a call on the desired .nl reader, and use the thread-specific asl value when doing nonlinear evaluations.