GALAHAD, a library of thread-safe fortran 90 packages for large-scale nonlinear optimization

D. Orban, Philippe Toint, Nick Gould

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    Abstract

    We describe the design of version 1.0 of GALAHAD, a library of Fortran 90 packages for large-scale 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.
    Original languageEnglish
    Pages (from-to)353-372
    Number of pages20
    JournalACM Transactions on Mathematical Software
    Volume29
    Issue number4
    DOIs
    Publication statusPublished - 1 Dec 2003

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