Lancelot : A Fortran Package for Large-Scale Nonlinear Optimization (Release A)

LANCELOT is a software package for solving large-scale nonlinear optimization problems. This book provides a coherent overview of the package and its use. This includes details of how one might present examples to the package, how the algorithm tries to solve these examples and various technical issues which may be useful to implementors of the software. The book will be of use to both researchers and practitioners in nonlinear programming. Although the book is primarily concerned with a specific optimization package, the issues discussed have much wider implications for the design and implementation of large-scale optimization algorithms In particular, the book contains a proposal for a standard input for problems and the LANCELOT optimization package.