Bound-constrained Optimization

Release: 1.0

Date: 18 June 2024

Author: Jaroslav Fowkes and Nick Gould

GALAHAD [1] is a suite of open-source routines for large-scale continuous optimization. Currently there is a single package designed to find a local minimum of a function whose variables are constrained to lie in a box.

Contents

• TRB - bound-constrained local optimization of a smooth function

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.