Nicholas I. M. Gould
Dominique Orban
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Abstract
We describe the design of version 1.0 of GALAHAD, a library of Fortran 90 packages for large-scale nonlinear optimization. The library particularly addresses quadratic programming problems, containing both interior point and active set algorithms, as well as tools for preprocessing problems prior to solution. It also contains an updated version of the venerable nonlinear programming package, LANCELOT.
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Index Terms
- GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization
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