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

被引：52
|
作者：
Gould, NIM [1 ]
Orban, D
Toint, PL
机构：
[1] Rutherford Appleton Lab, Computat Sci & Engn Dept, Didcot OX11 0QX, Oxon, England
[2] Northwestern Univ, Evanston, IL 60208 USA
[3] Univ Namur, B-5000 Namur, Belgium
来源：
ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE | 2003年 / 29卷 / 04期
关键词：
algorithms; Fortran; 90; GALAHAD; LANCELOT; large-scale nonlinear optimization; large-scale quadratic programming;
D O I：
10.1145/962437.962438
中图分类号：
TP31 [计算机软件];
学科分类号：
081202 ; 0835 ;
摘要：
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.
引用
收藏
页码：353 / 372
页数：20
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