Unconstrained Optimization

Release: 5.0

Date: Jun 4, 2024

Author: Nick Gould for GALAHAD productions

GALAHAD [1] is a suite of open-source routines for large-scale continuous optimization. Currently there are a pair of packages designed to find a local minimum of a function whose variables may take any values.

Contents

• ARC - unconstrained local optimization of a smooth function using a regularization method
• TRU - unconstrained local optimization of a smooth function using a trust-region method

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.