Modules for Use with MINOS/AUGMENTED in Solving Sequences of Mathematical Programming.

Abstract : The modules documented in this report are designed for use with the nonlinear programming system MINOS/AUGMENTED when implementing algorithms requiring the solution of sequences of similar mathematical programs. Large-scale constrained mathematical programming requires the use of special data structures which make in-core problem modification difficult. These modules allow in-core modification of nonlinear programs without knowledge of the specialized data structures used in MINOS/AUGMENTED. The modifications addressed by these modules are: modification of elements in the constraint matrix, linear objective or right hand side; modification of bounds on individual variables; modification of the nonlinear functions; and appending columns to the constraint matrix. The user specifies the flow and nature of problem modifications via a Fortran subroutine. A simple example of the use of each of the modules is presented.