GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization

Author:

Gould Nicholas I. M.1,Orban Dominique2,Toint Philippe L.3

Affiliation:

1. Rutherford Appleton Laboratory, Chilton, Oxfordshire, England

2. Northwestern University, Evanston IL

3. University of Namur, Namur, Belgium

Abstract

We describe the design of version 1.0 of GALAHAD, a library of Fortran 90 packages for large-scale nonlinear optimization. The library particularly addresses quadratic programming problems, containing both interior point and active set algorithms, as well as tools for preprocessing problems prior to solution. It also contains an updated version of the venerable nonlinear programming package, LANCELOT.

Publisher

Association for Computing Machinery (ACM)

Subject

Applied Mathematics,Software

Reference29 articles.

1. ADIFOR---generating derivative codes from Fortran programs;Bischof;Scientific Programming,1992

2. CUTE

3. An Interior Point Algorithm for Large-Scale Nonlinear Programming

4. Conn A. R. Gould N. I. M. and Toint Ph. L. 1992. LANCELOT: a Fortran package for Large-scale Nonlinear Optimization (Release A) . Springer Series in Computational Mathematics . Springer Verlag Heidelberg Berlin New York. Conn A. R. Gould N. I. M. and Toint Ph. L. 1992. LANCELOT: a Fortran package for Large-scale Nonlinear Optimization (Release A). Springer Series in Computational Mathematics. Springer Verlag Heidelberg Berlin New York.

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