GALAHAD, a suite of programs for nonlinear optimization

Project: Research

Project Details

Description

The GALAHAD project was born from the success of LANCELOT, a previously released software package for large-scale nonlinear optimization. As for LANCELOT, the aim is to transform state-of-the-art in numerical optimization algorithms (both with and without constraints) into high quality software tools that can be widely used by the research community and industry.

GALAHAD's objective is to build a library of nonlinear optimization packages, using an approach where the tools are vieewed as complementary. GALAHAD contains, for instance, tools for pre-processing, a powerful nonlinear equation and nonlinear least-squares solver as well as two state-of-the-art quadratic programming solvers. It also contains an upgraded version of the LANCELOT package.

The project emphasis in on a complete vision of this solution process, including the design of algorithms, their theoretical justification via a fully fledged convergence analysis, a high quality computer implementation and a very torough numerical testing procedure, notably within acknowledged testing environments such as CUTEr.
AcronymGALAHAD
StatusActive
Effective start/end date1/03/00 → …

Keywords

  • algorithms
  • software
  • nonlinear optimization
  • large-scale
  • nonconvex problems

Research Output

  • 5 Article
  • 1 Other report
  • 1 Chapter (peer-reviewed)

An interior-point ℓ1-penalty method for nonlinear optimization

Gould, N. I. M., Orban, D. & Toint, P. L., 2015, Springer Proceedings in Mathematics and Statistics: Proceedings of NAOIII 2014. Springer New York, Vol. 134. p. 117-150 34 p.

Research output: Contribution in Book/Catalog/Report/Conference proceedingChapter (peer-reviewed)

  • CUTEST: a Constrained and Unconstrained Testing Environment with safe threads

    Gould, N. I. M., Orban, D. & Toint, P., 2015, In : Computational Optimization and Applications. 60, 3, p. 545-557 13 p.

    Research output: Contribution to journalArticle

    File
  • 185 Downloads (Pure)
    Open Access
    File
  • 94 Downloads (Pure)

    Prizes

    EPSRC Research fellow

    TOINT, Philippe (Recipient), Jan 2009

    Prize: Fellowship awarded competitively