Research output per year
Research output per year
Project Details
Description
The LANCELOT project covers the development of a mathematical programming package, with special emphasis on the solution of large-scale nonlinear and/or nonconvex optimization problems. It features a theoretical part (convergence analysis) and a computer science aspect (package implementation and validation).
The package is based on the application of a trust-region method for unconstrained problems or with bound constraints only. The general inequality constraints are transformed into equality constraints by introducing slack variables, and all equality constraints are handled via an augmented Lagrangian technique. The package reads problems description in a standard input format (SIF).
LANCELOT was awarded the Beale-Orchatd-Hayes prize in 1994.
The package is based on the application of a trust-region method for unconstrained problems or with bound constraints only. The general inequality constraints are transformed into equality constraints by introducing slack variables, and all equality constraints are handled via an augmented Lagrangian technique. The package reads problems description in a standard input format (SIF).
LANCELOT was awarded the Beale-Orchatd-Hayes prize in 1994.
| Acronym | LANCELOT |
|---|---|
| Status | Finished |
| Effective start/end date | 1/09/87 → 1/09/00 |
Keywords
- nonlinear optimization
- mathematical programming
- large scale problems
- convergence analysis
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LANCELOT_simple, a simple interface to LANCELOT B
Gould, N., Orban, D. & Toint, P., 2007, FUNDP, Faculté des Sciences. Département de Mathématique. (Rapport interne; vol. 7)Research output: Book/Report/Journal › Other report
File82 Downloads (Pure) -
Solving the trust-region subproblem using the Lanczos method
Gould, N., Lucidi, S., Roma, M. & Toint, P., 1 Mar 1999, In: SIAM Journal on Optimization. 9, 2, p. 504-525 22 p.Research output: Contribution to journal › Article › peer-review
File154 Downloads (Pure) -
A linesearch algorithm with memory for unconstrained optimization
Gould, N., Lucidi, S., Roma, M. & Toint, P., 1998, High Performance Algorithms and Software in Nonlinear Optimization. De Leone, R., Murli, P. & Pardalos, P. (eds.). Dordrecht, NL: Kluwer Academic Publishers, p. 207-223 17 p.Research output: Contribution in Book/Catalog/Report/Conference proceeding › Chapter (peer-reviewed)