Lancelot

1. Front Matter

   Pages I-XIX

   PDF

2. Introduction

   • A. R. Conn, N. I. M. Gould, Ph. L. Toint

   Pages 1-13

3. A SIF/LANCELOT Primer

   • A. R. Conn, N. I. M. Gould, Ph. L. Toint

   Pages 14-101

4. A Comprehensive Description of the Mathematical Algorithms Used in LANCELOT

   • A. R. Conn, N. I. M. Gould, Ph. L. Toint

   Pages 102-132

5. The LANCELOT Specification File

   • A. R. Conn, N. I. M. Gould, Ph. L. Toint

   Pages 133-143

6. A Description of how LANCELOT Works

   • A. R. Conn, N. I. M. Gould, Ph. L. Toint

   Pages 144-154

7. Installing LANCELOT on your System

   • A. R. Conn, N. I. M. Gould, Ph. L. Toint

   Pages 155-179

8. The SIF Reference Report

   • A. R. Conn, N. I. M. Gould, Ph. L. Toint

   Pages 180-243

9. The Specification of LANCELOT Subroutines

   • A. R. Conn, N. I. M. Gould, Ph. L. Toint

   Pages 244-305

10. Coda

    • A. R. Conn, N. I. M. Gould, Ph. L. Toint

    Pages 306-306

11. Back Matter

    Pages 307-332

    PDF

LANCELOT is a software package for solving large-scale nonlinear optimization problems. This book is our attempt to provide a coherent overview of the package and its use. This includes details of how one might present examples to the package, how the algorithm tries to solve these examples and various technical issues which may be useful to implementors of the software. We hope this book will be of use to both researchers and practitioners in nonlinear programming. Although the book is primarily concerned with a specific optimization package, the issues discussed have much wider implications for the design and im­ plementation of large-scale optimization algorithms. In particular, the book contains a proposal for a standard input format for large-scale optimization problems. This proposal is at the heart of the interface between a user's problem and the LANCE LOT optimization package. Furthermore, a large collection of over five hundred test ex­ amples has already been written in this format and will shortly be available to those who wish to use them. We would like to thank the many people and organizations who supported us in our enterprise. We first acknowledge the support provided by our employers, namely the the Facultes Universitaires Notre-Dame de la Paix (Namur, Belgium), Harwell Laboratory (UK), IBM Corporation (USA), Rutherford Appleton Laboratory (UK) and the University of Waterloo (Canada). We are grateful for the support we obtained from NSERC (Canada), NATO and AMOCO (UK).

• Augmented Lagrangian
• Computer-Aided Design (CAD)
• Nichtlineare Optimierung
• Projected Gradient
• Software Package
• Softwarepacket
• Standard Input Format
• Standardeingabeformat
• algorithm
• algorithms
• großskalarig
• linear optimization
• nonlinear optimization
• optimization
• projizierter

• Mathematical Sciences Department, IBM T. J. Watson Research Center, Yorktown Heights, USA

  A. R. Conn

• Central Computing Department, Rutherford Appleton Laboratory, Chilton, Oxfordshire, UK

  N. I. M. Gould

• Department of Mathematics, Facultés Universitaires ND de la Paix, Namur, Belgium

  Ph. L. Toint

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