IBM Optimization Library Guide and Reference
Front Matter

• Notices from IBM
• How to provide feedback to IBM
• Trademarks and service marks
• About this book
• How to use this book
• Table of Contents
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IBM welcomes your comments. Reader's comments may be emailed to osl@us.ibm.com, or you sent comments to:

When you send information to IBM, you grant IBM a nonexclusive right to use or distribute the information in any way it believes appropriate without incurring any obligation to you.

Update to Fifth Edition (October 1997)

This edition applies to the Optimization Library, Version 2. of the IBM Optimization Library licensed program, number 5645-A61 and to all subsequent releases and modifications until otherwise indicated in new editions. In this document, IBM Optimization Library refers to all versions of the library for whatever platform.

Notices

References in this publication to IBM products, programs, or services do not imply that IBM intends to make these available in all countries in which IBM operates. Any reference to an IBM product, program, or service is not intended to state or imply that only IBM's product, program, or service may be used. Any functionally equivalent product, program, or service that does not infringe any of IBM's intellectual property rights or other legally protectible rights may be used instead of the IBM product, program, or service. Evaluation and verification of operation in conjunction with other products, programs, or services, except those expressly designated by IBM, are the user's responsibility.

IBM may have patents or pending patent applications covering subject matter in this document. The furnishing of this document does not give you any license to these patents. You can send license inquiries, in writing, to the IBM Director of Commercial Relations, IBM Corporation, Purchase, NY 10577.

A separate license is required for each machine on which the licensed program materials will be used. That is, a separate license for the IBM Optimization Library is required for each machine on which an application program incorporating subroutines from the library is to be run.

Portions of the GENQMD subroutine developed by J. Alan George and Joseph W.H. Liu of the University of Waterloo are incorporated into the Optimization Library and are used with the permission of the authors.

Programming Interface Information

This book is intended to help the customer use the Optimization Library product. It contains information on how to set up, code, and run application programs containing calls to library subroutines. This book documents general-use programming interfaces in Part 3, and associated guidance information in Parts 1 and 2. General-use programming interfaces allow the customer to write programs that make use of the capabilities of Optimization Library modules. However, no macros are provided that assist a customer in writing programs that access these capabilities.

Trademarks and Service Marks

The following terms, denoted by an asterisk (*) in this publication, are trademarks of the IBM Corporation in the United States and/or other countries:

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IBM VM/ESA
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The following terms, denoted by a double asterisk (**) in this publication, are trademarks of other companies as follows:
 
 

About this Book

The IBM* Optimization Library is a collection of high-performance mathematical subroutines for use by application programs that solve optimization problems. The library can be used with C and FORTRAN programs to find solutions to linear, mixed-integer, and quadratic programming problems. This book is a guide and reference manual for using Optimization Library modules in application programs.

This book includes:

• An overview of the Optimization Library
• Guidance information for coding and processing your program, using existing programs with library modules imbedded, and diagnosing problems, using the Optimization Library on a workstation.
• Guidance information for developing your application program, such as:
• A discussion of terms and concepts
• Strategies for solving mathematical programming problems
• How to define your model using data structures from the Optimization Library
• How to define your model using Mathematical Programming System (MPS) format
• How to define your model using spreadsheet format
• Reference information, including descriptions of each subroutine from the library
• Appendices that list all the output messages, some sample programs, and all control variables.

This book is written for a wide set of users: scientists, mathematicians, engineers, statisticians, numerical analysts, computer scientists, operations researchers, and system programmers. It assumes a basic knowledge of mathematical optimization and numerical computation. It also assumes that the user is familiar with FORTRAN or C, and is familiar with the workstation operating systems.

There are some sections of this book that may require additional knowledge about the different areas of mathematical programming. If you are interested in learning more about mathematical programming and optimization, you can find a list of suggested readings in the bibliography at the back of this book.

How to Use This Book

"Guide Information", provides guidance information for using Optimization Library modules. It covers the tasks of learning, processing, installing, and diagnosing. The following chapters make up Part 1:

• Introduction to the Optimization Library gives an introduction, providing highlights and general information. Read this chapter first to determine which aspects of the library you would like to use.
• Processing Your Program helps you begin setting up your AIX/6000, Solaris**, IRIX**, HP-UX, andWindows 95 or NT operating system procedures.
• Handling Problems tells you what to do if you have a problem while using the Optimization Library.

"Application Design Principles", contains information about mathematical programming that is specific to the Optimization Library. It contains the information necessary for you to understand the design principles used in developing the library. The first chapter helps you to become familiar with the necessary terminology and concepts. The succeeding chapters show you how this information relates to all the subroutines.

• OSL Terms and Concepts
• Strategies for Solving Mathematical Programming Problems
• Using LP Sensitivity Analysis and LP Parametrics
• Performance Considerations
• Passing Your Model to OSL Using Library Data Structures
• Passing Your Model to OSL Using Mathematical Programming System (MPS) Format
• Passing Your Model to OSL Using Spreadsheet Format
• Utilities
• Storage Management Subroutines
• Debugging Your Program
• Modifying Your Message Options
• Understanding Informational User Exit Subroutines
• Understanding Mixed-Integer User Exit Subroutines
• Advanced Topics

"Reference", provides reference information that you need to code the subroutine calling sequences. The subroutines are listed in alphabetic order. Each subroutine description begins with a description of the subroutine and any specific information you must have to use it.

• Optimization Library Subroutines alphabetically lists the library subroutines.
• Informational User Exit Subroutines lists, and gives examples of, the informational user exit subroutines (EKKITRU and EKKMSGU).
• MIP User Exit Subroutines lists, and gives examples of, the 9 mixed-integer programming user exit subroutines.

Three appendixes are also provided:

• Appendix A. Optimization Library Messages lists the output messages and provides both system and user responses to the messages.
• Appendix B. Sample Code and Data lists, and has links to, all the sample programs provided with the product.
• Appendix C. Control Variables contains a list of all control variables.

Also provided are a glossary of terms and abbreviations and a bibliography of publications on mathematical background and software.

General Information about This Book

The following sections explain terminology, symbols, and the other information you will need to use this book.

Finding a Subroutine Description

All the library subroutines are described in the reference part of this book. The subroutine names are listed individually in the index and in "Optimization Library Subroutines", which contains pointers to detailed descriptions of all the subroutines.

Finding the Names of Related Publications

An overview of the related publications is listed in the bibliography. The bibliography also lists mathematical publications that you may find useful for background information, and it provides the information needed to order each book from an independent source.

Looking Up a Reference

Special references are made throughout this book to mathematical background publications and to several software publications available through IBM and other companies. All the information about these items is listed in the bibliography. Each reference is made by giving the Author's name (or Author's names) which is a hypertext link to the entry in the Bibliography.

Understanding the Terminology

Standard data processing and mathematical terminology is used throughout the documentation. Terminology is generally consistent with that used for VS FORTRAN. Refer to the glossary for definitions of terms used in this document.

Because the library modules can be used with more than one programming language, the terms fullword and doubleword are used in place of the FORTRAN terms single precision and double precision. These terms are consistent with the IBM ESA/390 Principles of Operation manual.

Interpreting the Abbreviated Names

Abbreviated names used in this book are defined below.
 

Interpreting the Fonts

This book uses a variety of special fonts to distinguish between many mathematical and programming items. These are described below.
 

Interpreting the Special Characters, Symbols, and Expressions

The mathematical and programming notations used in this book are consistent with traditional mathematical and programming usage. These conventions are explained below, along with special abbreviations that are associated with specific values.
 

Interpreting the Subroutine Descriptions

This section explains how to interpret the information in the subroutine descriptions in Part 3.

Description

Provides a brief explanation of what the subroutine does. In addition, it may name any prerequisite subroutines and give relevant programming points to consider.

Syntax

Shows the syntax for the FORTRAN and C calling sequences:
 
 
 

All library subroutine names begin with EKK, the component identifier, to help prevent naming conflicts. The syntax descriptions show the arguments in the order in which they are coded. You can tell which arguments are used as input and output by looking at the "On Entry" and the "On Return" sections.

Notes:

1. Because arguments in C are passed by value, all scalar arguments that are returned to your program must be immediately preceded by an ampersand (&). Array arguments may be passed as in FORTRAN. See the subroutine descriptions in Part 3 for information on how each call is coded.

On Entry

Lists the arguments that contain values that are passed to the subroutine. Each argument description gives the explanation of the argument, the valid input values, and the type of data required for that argument.
 
 

On Return

Lists arguments containing values that are passed back to your program from the subroutine, such as a return code. Each argument description gives the meaning of the argument, the return code explanations, and the form of data passed back to your program for the argument. Any arguments not listed in this section are unchanged.
 
 

Notes

Describe any general programming considerations and restrictions that apply to the arguments or the data for the arguments. References may be made to other parts of the book for further information.

Examples

Gives you a list of the sample programs, provided in Appendix B, that call the subroutine.

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