Definition of Callback Functions

Topics
	Defining the Model
	Providing the matrix information and initial values to CONOPT.
	Evaluating Non-linear Function Values and Derivatives
	Methods for computing the values and derivatives for non-linear functions.
	Defining Second Order Information
	Methods for computing second order information for non-linear functions.
	Message Passing and Error Reporting
	General messaging callback and optional error reporting callback.
	Returning the Solution
	Methods for returning the final solution and optimisation status.
	Non-default Options
	Enables the user to provide an options file and set individual options.

Detailed Description

A detailed overview of the callback function defintions.

The user interacts with CONOPT through various callback functions. These callback functions are executed at various points throughout the solution process. The key points where callback functions are used are:

1. As a first step, the user provides a callback function for defining the model, in the form of the constraint matrix. The model definition registers the parts of the model that are non-linear, for which the first derivative needs to be evaluated.
2. A set of callback functions are required to evaluate nonlinear functions and their first derivatives.
3. While not necessary, the second derivative can be evaluated for the non-linear parts of the model.

In addition to controlling the behaviour of the solution algorithm, callback functions are provided to monitor the progress and report results.:vertical resize 120

• The solution from the optimisation can be returned using the callback functions.
• Messaging, both standard and error messages, is also controlled using callback functions.
• Finally, non-default options, in the form of a option file or direct calls, can be provided through the callback functions.