Generally-constrained Optimization

Release: 5.0

Date: Jun 4, 2024

Authors: Nick Gould for GALAHAD productions

GALAHAD [1] is a suite of open-source routines for large-scale continuous optimization. Currently there are two packages designed to find a local minimum of a function whose variables are required to lie in a region defined by a set of linear and/or nonlinear constraints, and a third that aims to find a feasible point for a set of linear and nonlinear equations and inequalities.

Contents

• LANCELOT - generally-constrained local optimization of a smooth function
• LANCELOT_simple - generally-constrained local optimization of a smooth function of a few variables
• FILTRANE - feasible point for systems of smooth equations and inequalities

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.