User functions allow extremely complex, recursive or non-algebraic expressions to be included in nonlinear formulae. As such they may make use of simulators or other black box evaluators. The actual parameters to a user function depend upon the way it is bound to the model by the F function. Please see the chapter on user functions for more details.

There is support for user functions providing their own derivatives. Currently, user functions taking an array of nlctr and returning a single function values may provide their own derivatives. To mark a function as returning it's own derivatives, use option XNLP_DERIVATIVES or XNLP_DELTAS to indicate that the solver should suggest perturbation values for the variables.