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Keywords
(6)
Large Scale
Nonlinear Optimization
Nonlinear Programming
Quadratic Program
Interior Point
FORTRAN
Related Publications
(6)
An algorithm for nonlinear optimization using linear programming and equality constrained subproblems
LOQO: AN INTERIOR POINT CODE FOR QUADRATIC PROGRAMMING
Solving the TrustRegion Subproblem using the Lanczos Method
A Simple PrimalDual Feasible InteriorPoint Method for Nonlinear Programming with Monotone Descent
An Interior Point Algorithm for Large Scale Nonlinear Programming
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GALAHAD, a library of threadsafe Fortran 90 packages for largescale nonlinear optimization
GALAHAD, a library of threadsafe Fortran 90 packages for largescale nonlinear optimization,10.1145/962437.962438,ACM Transactions on Mathematical So
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GALAHAD, a library of threadsafe Fortran 90 packages for largescale nonlinear optimization
(
Citations: 54
)
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Nicholas I. M. Gould
,
Dominique Orban
,
Philippe L. Toint
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.
Journal:
ACM Transactions on Mathematical Software  TOMS
, vol. 29, no. 4, pp. 353372, 2003
DOI:
10.1145/962437.962438
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Citation Context
(28)
...As before, we evaluate the competing methods by trying to find a feasible point for each of the sets C given by the complete set of 118 feasible linear programming Netlib and other linear programming test problems as distributed with CUTEr [
8
]— slack variables are added as necessary as described in [7] to convert the problems into the form (1)...
Nicholas I. M. Gould
.
How good are extrapolated biprojection methods for linear feasibility...
...
1
14
17
18
) has proved to be robust and efficient provided the number of degrees of freedom in the problem is not too large...
Richard H. Byrd
,
et al.
An activeset algorithm for nonlinear programming using parametric lin...
...We let uj = 30 for j = 1 ,...,n .T he IMRT model was implemented in Fortran 90. The radiation treatment planning tool CERR [43] was used to setup the problem, and LANCELOT B [
44
] was used as the optimization solver...
...The model was implemented in Fortran 90 and LANCELOT B [
44
] was used as the optimization solver...
C. Cromvik
,
et al.
On the Robustness of Global Optima and Stationary Solutions to Stochas...
...The ideas developed in this paper have been implemented as a pair of threadsafe Fortran 95 packages—respectively, TRS and RQS for problems (1.1) and (1.2)—as part of version 2.3 of the GALAHAD optimization library 3 [
27
]...
...The resulting software is freely available as the packages TRS and RQS as part of the GALAHAD optimization library[
27
]...
Nicholas I. M. Gould
,
et al.
On solving trustregion and other regularised subproblems in optimizat...
...The seeds of this idea of expanding subspace minimization was first proposed, in the more general context of minimizing quadratic functions within spherical trust regions, by Gould, Lucidi, Roma and Toint [14], and forms the basis of the GLTR package within the GALAHAD optimization library [
15
]...
...The ideas developed in this paper have been implemented as three threadsafe Fortran 95 packages— respectively LSTR, LSRT and L2RT for problems (1.2)–(1.4)—as part of version 2.1 of the GALAHAD optimization library [
15
]...
Coralia Cartis
,
et al.
Trustregion and other regularisations of linear leastsquares problem...
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ADIFOR  Generating Derivative Codes form Fortran Programs
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INCOMPLETE CHOLESKY FACTORIZATIONS WITH LIMITED MEMORY
(
Citations: 37
)
CHIHJEN LIN
Published in 1997.
On the solution of equality constrained quadratic programming problems arising in optimization
(
Citations: 52
)
Nicholas I. M. Gould
,
Mary E. Hribar
,
Jorge Nocedal
Journal:
Siam Journal on Scientific Computing
, 1998
An Interior Point Algorithm for Large Scale Nonlinear Programming
(
Citations: 218
)
Richard H. Byrd
,
Mary E. Hribar
,
Jorge Nocedal
Journal:
Siam Journal on Optimization  SIAM J OPTIMIZATION
, 1998
Convergence Properties of Minimization Algorithms for Convex Constraints Using a Structured Trust Region
(
Citations: 12
)
A. r. Conn
,
Nick Gould
,
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,
Ph. l. Toint
Published in 1995.
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Citations
(54)
How good are extrapolated biprojection methods for linear feasibility problems?
Nicholas I. M. Gould
Journal:
Computational Optimization and Applications  COMPUT OPTIM APPL
, pp. 17, 2012
An activeset algorithm for nonlinear programming using parametric linear programming
(
Citations: 1
)
Richard H. Byrd
,
Richard A. Waltz
Journal:
Optimization Methods & Software  OPTIM METHOD SOFTW
, vol. 26, no. 1, pp. 4766, 2011
Modified nonmonotone Armijo line search for descent method
(
Citations: 1
)
Zhenjun Shi
,
Shengquan Wang
Journal:
Numerical Algorithms
, vol. 57, no. 1, pp. 125, 2011
Combined heat and power economic dispatch by mesh adaptive direct search algorithm
Seyyed Soheil Sadat Hosseini
,
Ali Jafarnejad
,
Amir Hossein Behrooz
,
Amir Hossein Gandomi
Journal:
Expert Systems With Applications  ESWA
, vol. 38, no. 6, pp. 65566564, 2011
Simulation–Optimization Modeling: A Survey and Potential Application in Reservoir Systems Operation
(
Citations: 7
)
Deepti Rani
,
Maria Madalena Moreira
Journal:
Water Resources Management  WATER RESOUR MANAG
, vol. 24, no. 6, pp. 11071138, 2010