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GALAHAD Python Interface 1.0 documentation - Home GALAHAD Python Interface 1.0 documentation - Home
  • Unconstrained Optimization
  • Bound-constrained Optimization
  • Least-Squares
  • Linear Programming
  • Quadratic Programming
    • Regularization subproblems
    • Linear Systems
    • Global Optimization
    • Auxiliary Procedures
  • Unconstrained Optimization
  • Bound-constrained Optimization
  • Least-Squares
  • Linear Programming
  • Quadratic Programming
  • Regularization subproblems
  • Linear Systems
  • Global Optimization
  • Auxiliary Procedures

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Contents

  • BSC - build and use the Schur complement from constituent matrices
  • CONVERT - convert a sparse matrix from one format to another
  • FIT - fit function and derivative values to data
  • HASH - set up and use a chained scatter table
  • IR - given matrix factors, perform iterative refinement to solve systems
  • LHS - compute an array of Latin Hypercube samples
  • LMS - maintain limited-memory Hessian approximations
  • NODEND - find a row/column ordering for symmetric matrix factorization
  • ROOTS - find real roots of real polynomials
  • RPD - convert LP/QP data to and from QPLIB format
  • SCU - build and extend factors for an evolving block sparse matrix
  • SEC - maintain dense BFGS and SR1 secant approximations to a Hessian
  • SHA - find a sparse Hessian matrix approximation using componentwise secant approximation
  • PRESOLVE - transform LP/QP data so that the resulting problem is easier to solve
  • Auxiliary Procedures

Auxiliary Procedures#

Release: 1.0

Date: 31 March 2025

Author: Jaroslav Fowkes and Nick Gould

GALAHAD [1] is a suite of open-source routines for large-scale continuous optimization. This is supported by a number of auxiliary procedures that are used to perform commonly-occurring numerical tasks.

Contents

  • BSC - build and use the Schur complement from constituent matrices
  • CONVERT - convert a sparse matrix from one format to another
  • FIT - fit function and derivative values to data
  • HASH - set up and use a chained scatter table
  • IR - given matrix factors, perform iterative refinement to solve systems
  • LHS - compute an array of Latin Hypercube samples
  • LMS - maintain limited-memory Hessian approximations
  • NODEND - find a row/column ordering for symmetric matrix factorization
  • ROOTS - find real roots of real polynomials
  • RPD - convert LP/QP data to and from QPLIB format
  • SCU - build and extend factors for an evolving block sparse matrix
  • SEC - maintain dense BFGS and SR1 secant approximations to a Hessian
  • SHA - find a sparse Hessian matrix approximation using componentwise secant approximation
  • PRESOLVE - transform LP/QP data so that the resulting problem is easier to solve

References#

[1]

Gould, N. I. M., Orban, D., & Toint, Ph. L. (2003). GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization. ACM Transactions on Mathematical Software (TOMS), 29(4), 353-372.

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