GALAHAD

We describe the design of version 1.0 of GALAHAD, a library of Fortran 90 packages for largescale 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.


References in zbMATH (referenced in 53 articles , 1 standard article )

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  1. Sainvitu, Caroline: How much do approximate derivatives hurt filter methods? (2009)
  2. Ferreira-Mendonça, L.; Lopes, V. L. R.; Martínez, J. M.: Quasi-Newton acceleration for equality-constrained minimization (2008)
  3. Gould, Nicholas I. M.: How good are projection methods for convex feasibility problems? (2008)
  4. Rojas, Marielba; Santos, Sandra A.; Sorensen, Danny C.: Algorithm 873: LSTRS: MATLAB software for large-scale trust-region subproblems and regularization. (2008)
  5. Andreani, R.; Birgin, E. G.; Martínez, J. M.; Schuverdt, M. L.: On augmented Lagrangian methods with general lower-level constraints (2007)
  6. Pintér, János D.: Nonlinear optimization with GAMS /LGO (2007)
  7. Willms, Allan R.: Parameter range reduction for ODE models using cumulative backward differentiation formulas (2007)
  8. Waltz, R. A.; Morales, J. L.; Nocedal, J.; Orban, D.: An interior algorithm for nonlinear optimization that combines line search and trust region steps (2006)
  9. Gould, Nick I. M.; Sainvitu, Caroline; Toint, Philippe L.: A filter-trust-region method for unconstrained optimization (2005)
  10. Gould, Nick; Orban, Dominique; Toint, Philippe: Numerical methods for large-scale nonlinear optimization (2005)
  11. Gould, Nicholas I. M.; Leyffer, Sven; Toint, Philippe L.: A multidimensional filter algorithm for nonlinear equations and nonlinear least-squares (2004)
  12. Gould, Nicholas I. M.; Orban, Dominique; Toint, Philippe L.: CUTEr and SifDec: a constrained and unconstrained testing environment, revisited (2003)
  13. Gould, Nicholas I. M.; Orban, Dominique; Toint, Philippe L.: GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization (2003)