Numerical experiments with the LANCELOT package (release A) for large-scale nonlinear optimization |
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| Authors: | A R Conn Nick Gould Ph L Toint |
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| Institution: | (1) IBM T.J., Watson Research Center, P. O. Box 218, 10598 Yorktown Heights, NY, USA;(2) Rutnerford Appleton Laboratory, Computing and Information Systems Department, Chilton, UK;(3) Department of Mathematics, Facultés Universitaires Notre Dame de la Paix, 61, rue de Bruxelles, B-5000 Namur, Belgium |
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| Abstract: | In this paper, we describe the algorithmic options of Release A of LANCELOT, a Fortran package for large-scale nonlinear optimization.
We then present the results of intensitive numberical tests and discuss the relative merits of the options. The experiments
described involve both academic and applied problems. Finally, we propose conclusion, both specific to LANCELOT and of more
general scope.
This research was supported in part by the Advanced Research Projects Agency of the Department of Defense and was monitored
by the Air Force Office of Scientific Research under Contract No F49620-91-C-0079 |
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| Keywords: | Large-scale problems Nonlinear optimization Numerical algorithms |
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