Journal
ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE
Volume 29, Issue 4, Pages 353-372Publisher
ASSOC COMPUTING MACHINERY
DOI: 10.1145/962437.962438
Keywords
algorithms; Fortran 90; GALAHAD; LANCELOT; large-scale nonlinear optimization; large-scale quadratic programming
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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.
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