MINOS 5. 0 user's guide

Abstract : MINOS is a large-scale optimization system, for the solution of sparse linear and nonlinear programs. The objective function and constraists may be linear or nonlinear, or a mixture of both. The nonlinear functions must be smooth. Stable numerical methods are employed throughout. Features include a new basis package(for maintaining sparse LU factors of the basis matrix), automatic scaling of linear constraints, and automatic estimation of some or all gradients. Upper and lower bounds on the variables are handled efficiently. File formats for constraint and basis data are compatible with the industry MPS format. The source code is suitable for machines with a Fortran 66 or 77 compiler and at least 500K bytes of storage. (Author)