LANCELOT

LANCELOT. A Fortran package for large-scale nonlinear optimization (Release A) LANCELOT is a software package for solving large-scale nonlinear optimization problems. This book provides a coherent overview of the package and its use. In particular, it contains a proposal for a standard input for problems and the LANCELOT optimization package. Although the book is primarily concerned with a specific optimization package, the issues discussed have much wider implications for the design and implementation of large-scale optimization algorithms.


References in zbMATH (referenced in 254 articles , 3 standard articles )

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  1. Amaioua, Nadir; Audet, Charles; Conn, Andrew R.; Le Digabel, Sébastien: Efficient solution of quadratically constrained quadratic subproblems within the mesh adaptive direct search algorithm (2018)
  2. Birgin, E.G.; Haeser, G.; Ramos, Alberto: Augmented Lagrangians with constrained subproblems and convergence to second-order stationary points (2018)
  3. Armand, Paul; Omheni, Riadh: A mixed logarithmic barrier-augmented Lagrangian method for nonlinear optimization (2017)
  4. Arreckx, Sylvain; Lambe, Andrew; Martins, Joaquim R.R.A.; Orban, Dominique: A matrix-free augmented Lagrangian algorithm with application to large-scale structural design optimization (2016)
  5. Birgin, E.G.; Martínez, J.M.: On the application of an augmented Lagrangian algorithm to some portfolio problems (2016)
  6. Chrapary, Hagen; Ren, Yue: The software portal swMATH: a state of the art report and next steps (2016)
  7. Curtis, Frank E.; Gould, Nicholas I.M.; Jiang, Hao; Robinson, Daniel P.: Adaptive augmented Lagrangian methods: algorithms and practical numerical experience (2016)
  8. El-Sobky, Bothina: An interior-point penalty active-set trust-region algorithm (2016)
  9. Houska, Boris; Frasch, Janick; Diehl, Moritz: An augmented Lagrangian based algorithm for distributed nonconvex optimization (2016)
  10. Janka, Dennis; Kirches, Christian; Sager, Sebastian; Wächter, Andreas: An SR1/BFGS SQP algorithm for nonconvex nonlinear programs with block-diagonal Hessian matrix (2016)
  11. Kanzow, Christian: On the multiplier-penalty-approach for quasi-variational inequalities (2016)
  12. Qiu, Songqiang; Chen, Zhongwen: A globally convergent penalty-free method for optimization with equality constraints and simple bounds (2016)
  13. Walther, Andrea; Biegler, Lorenz: On an inexact trust-region SQP-filter method for constrained nonlinear optimization (2016)
  14. Curtis, Frank E.; Jiang, Hao; Robinson, Daniel P.: An adaptive augmented Lagrangian method for large-scale constrained optimization (2015)
  15. Gonçalves, M.L.N.; Melo, J.G.; Prudente, L.F.: Augmented Lagrangian methods for nonlinear programming with possible infeasibility (2015)
  16. Gould, Nicholas I.M.; Loh, Yueling; Robinson, Daniel P.: A nonmonotone filter SQP method: local convergence and numerical results (2015)
  17. Gould, Nicholas I.M.; Orban, Dominique; Toint, Philippe L.: CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization (2015)
  18. Janka, Dennis: Sequential quadratic programming with indefinite Hessian approximations for nonlinear optimum experimental design for parameter estimation in differential-algebraic equations (2015)
  19. Robinson, Daniel P.: Primal-dual active-set methods for large-scale optimization (2015)
  20. Beece, Daniel K.; Visweswariah, Chandu; Xiong, Jinjun; Zolotov, Vladimir: Transistor sizing of custom high-performance digital circuits with parametric yield considerations (2014)

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