The XSLPload... functions

The XSLPload... functions can be used to load an Xpress NonLinear problem directly into the Xpress data structures. Because there are so many additional items which can be loaded apart from the basic (linear) matrix, the loading process is divided into several functions.

The best practice is to load the linear part of the problem irst, using the normal Optimizer Library functions XPRSloadlp or XPRSloadglobal. Then the appropriate parts of the Xpress NonLinear problem can be loaded. After all the XSLPload... functions have been called, XSLPconstruct should be called to create the SLP matrix and data structures. If XSLPconstruct is not invoked before a call to one of the Xpress NonLinear optimization routines, then it will be called by the optimization routine itself.

All of these functions initialize their data areas. Therefore, if a second call is made to the same function for the same problem, the previous data will be deleted. If you want to include additional data of the same type, then use the corresponding XSLPadd... function.

It is possible to remove parts of the SLP strcutures with the various XSLPdel functions, and XSLPunconstruct can also be used to remove the augmentation.

Xpress NonLinear is compatible with the Xpress quadratic programming optimizer. XPRSloadqp and XPRSloadqglobal can be used to load quadratic problems (or quadratically constrained problmes using XPRSloadqcqp and XPRSloadqcqpglobal). The quadratic objective will be optimized using the Xpress quadratic optimizer; the nonlinear constraints will be handled with the normal SLP procedures. Please note, that this separation is only useful for a convex quadratic objective and convex quadratic inequality constraints. All nonconvex quadratic matrices should be handled as SLP strctures.

For a description on when it's more beneficial to use the XPRS library to solve QP or QCQP problems, please see Selecting the right algorithm for a nonlinear problem - when to use the XPRS library instead of XSLP.