Ebook: Lancelot: A Fortran Package for Large-Scale Nonlinear Optimization (Release A)
- Genre: Computers // Programming
- Tags: Systems Theory Control, Calculus of Variations and Optimal Control, Optimization, Economic Theory, Numerical Analysis, Appl.Mathematics/Computational Methods of Engineering, Computer-Aided Engineering (CAD CAE) and Design
- Series: Springer Series in Computational Mathematics 17
- Year: 1992
- Publisher: Springer-Verlag Berlin Heidelberg
- Edition: 1
- Language: English
- 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).
This book, which is concerned with algorithms for solving large-scale non-linear optimization problems, is the only complete source of documentation for the software package Lancelot and will mainly be used as a manual in conjunction with the software package. However, it is not only a reference to the input format but also to the underlying algorithms. It is the first publication of this kind for large-scale general non-linear problems. Numerous figures and tables enhance its usefulness to both novices and experts. In addition, it also gives valuable guidance to future designers of related software.
This book, which is concerned with algorithms for solving large-scale non-linear optimization problems, is the only complete source of documentation for the software package Lancelot and will mainly be used as a manual in conjunction with the software package. However, it is not only a reference to the input format but also to the underlying algorithms. It is the first publication of this kind for large-scale general non-linear problems. Numerous figures and tables enhance its usefulness to both novices and experts. In addition, it also gives valuable guidance to future designers of related software.
Content:
Front Matter....Pages I-XIX
Introduction....Pages 1-13
A SIF/LANCELOT Primer....Pages 14-101
A Comprehensive Description of the Mathematical Algorithms Used in LANCELOT....Pages 102-132
The LANCELOT Specification File....Pages 133-143
A Description of how LANCELOT Works....Pages 144-154
Installing LANCELOT on your System....Pages 155-179
The SIF Reference Report....Pages 180-243
The Specification of LANCELOT Subroutines....Pages 244-305
Coda....Pages 306-306
Back Matter....Pages 307-332
This book, which is concerned with algorithms for solving large-scale non-linear optimization problems, is the only complete source of documentation for the software package Lancelot and will mainly be used as a manual in conjunction with the software package. However, it is not only a reference to the input format but also to the underlying algorithms. It is the first publication of this kind for large-scale general non-linear problems. Numerous figures and tables enhance its usefulness to both novices and experts. In addition, it also gives valuable guidance to future designers of related software.
Content:
Front Matter....Pages I-XIX
Introduction....Pages 1-13
A SIF/LANCELOT Primer....Pages 14-101
A Comprehensive Description of the Mathematical Algorithms Used in LANCELOT....Pages 102-132
The LANCELOT Specification File....Pages 133-143
A Description of how LANCELOT Works....Pages 144-154
Installing LANCELOT on your System....Pages 155-179
The SIF Reference Report....Pages 180-243
The Specification of LANCELOT Subroutines....Pages 244-305
Coda....Pages 306-306
Back Matter....Pages 307-332
....