By Dr. A. R. Conn, Dr. N. I. M. Gould, Prof. Dr. Ph. L. Toint (auth.)
LANCELOT is a software program package deal for fixing large-scale nonlinear optimization difficulties. This e-book is our try and supply a coherent evaluate of the package deal and its use. This comprises information of the way one may well current examples to the package deal, how the set of rules attempts to resolve those examples and numerous technical matters that may be precious to implementors of the software program. we are hoping this publication may be of use to either researchers and practitioners in nonlinear programming. even supposing the e-book is basically serious about a selected optimization package deal, the problems mentioned have a lot wider implications for the layout and im plementation of large-scale optimization algorithms. specifically, the booklet incorporates a suggestion for the standard enter layout for large-scale optimization difficulties. This notion is on the center of the interface among a user's challenge and the LANCE LOT optimization package deal. moreover, a wide selection of over attempt ex amples has already been written during this layout and may presently be to be had to those that desire to use them. we want to thank the various humans and enterprises who supported us in our firm. We first recognize the help supplied by means of our employers, particularly the the Facultes Universitaires Notre-Dame de l. a. Paix (Namur, Belgium), Harwell Laboratory (UK), IBM company (USA), Rutherford Appleton Laboratory (UK) and the collage of Waterloo (Canada). we're thankful for the help we bought from NSERC (Canada), NATO and AMOCO (UK).
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Additional info for Lancelot: A Fortran Package for Large-Scale Nonlinear Optimization (Release A)
One one two two one Chapter 2. A SIF /LANCELOT Primer 29 although this is somewhat verbose in this case. Note that we have continued the description ofthe linear variables in groups Cautious and Daring on more than one line because we now have to use one line per variable appearing in the group. 0 X X y X y where we have defined two parameters called "1. O" and "2. 0. We then have used the parameters by their names, hence the Z- type codes! This trick sometimes helps, but be careful not to define a variable called "1.
26) and to the bounds lj ~ Xj ~ Uj (j = 1, .. ,n). e. expressions for their value and derivatives are specified) in the SGIF file for the problem file. This latter part provides special sections • to declare temporary variables and user or machine supplied functions (the TEMPORARIES section), • to assign values to global temporary variables (the GLOBALS section), • to assign the temporary variables, group function value, first and second derivative using Fortran assignment statements (the INDIVIDUALS section).
Let us now see how we can specify it in the SDIF. 3. Getting Started with the SIF: Linear Programs The first thing we have to do is to define a name for this problem, "SIMPLEST" for instance3 . We then give it that name by writing: SIMPLEST NAME In this line, the keyword NAME starts in column 1 and the name itself is in field 3. We then have to specify the variable of the problem, x. The task of specifying the problem's variables and naming them is performed in the VARIABLES section. As indicated above, the SDIF is divided into a number of such "sections", just as in the MPS format.