tmpLog := TStringList.Create;
  try
      nlr.Verbose := tmpLog; // log each step to Memo1.Lines
      nlr.Recalc;
      // save log to file
      tmpLog.SaveToFile('c:optim.log');
  finally
      tmpLog.Free;
end;

TStringList *log = new TStringList(NULL);
try
{
      nlr->Verbose = log; // log each step to Memo1.Lines
      nlr->Recalc();
      // save log to file
      log->SaveToFile("c:\optim.log");
}
__finally
{
  log->Free();
}