The Xpress NonLinear API Functions

Instead of writing an extended MPS file and reading in the model from the file, it is possible to embed Xpress NonLinear directly into your application, and to create the problem, solve it and analyze the solution entirely by using the Xpress NonLinear API functions. This example uses the C header files and API calls. We shall assume you have some familiarity with the Xpress Optimizer API functions in XPRS.DLL.

The structure of the model and the naming system will follow that used in the previous section, so you should read the chapter Modeling in Extended MPS Format first.