SGOPT User Manual Version 2.0

This document provides a user manual for the SGOPT software library. SGOPT is a C++ class library for nonlinear optimization. This library uses an object-oriented design that allows the software to be extended to a new problem domains. Furthermore, this library was designed to that the interface is straightforward while providing flexibility to allow new algorithms to be easily added to this library. The SGOPT library has been used by several software projects at Sandia, and it is integrated into the DAKOTA design and analysis toolkit. This report provides a high-level description of the optimization algorithms provided by SGOPT and describes the C++ class hierarchy in which they are implemented. Finally, installation instructions are included