LANCELOT, a package for the solution of large-scale nonlinear optimization problems

Project: Research

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.
AcronymLANCELOT
StatusFinished
Effective start/end date1/09/871/09/00

Keywords

  • nonlinear optimization
  • mathematical programming
  • large scale problems
  • convergence analysis

Research Output

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/JournalOther report

File
  • 29 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 journalArticle

    File
  • 52 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 proceedingChapter (peer-reviewed)

    Prizes

    Beale-Orchard-Hayes Prize

    TOINT, Philippe (Recipient), 1994

    Prize: Prize (including medals and awards)