Galahad library

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The Galahad library is a thread-safe library of packages for the solution of mathematical optimization problems. The areas covered by the library are unconstrained and bound-constrained optimization, quadratic programming, nonlinear programming, systems of nonlinear equations and inequalities, and non-linear least squares problems. The library is mostly written in the Fortran 90 programming language.

The name of the library originates from its major package for general nonlinear programming, LANCELOT-B, the successor of the original augmented Lagrangian package LANCELOT of Conn, Gould and Toint.[1]

Other packages in the library include:

  • a filter-based method for systems of linear and nonlinear equations and inequalities,
  • an active-set method for nonconvex quadratic programming,
  • a primal-dual interior-point method for nonconvex quadratic programming,
  • a presolver for quadratic programs,
  • a Lanczos method for trust-region subproblems,
  • an interior-point method to solve linear programs or separable convex programs or alternatively, to compute the analytic center of a set defined by such constraints, if it exists.

Packages in the GALAHAD library accept problems modeled in either the Standard Input Format (SIF),[2] or the AMPL modeling language. For problems modeled in the SIF, the GALAHAD library naturally relies upon the CUTEr package, an optimization toolbox providing all low-level functionalities required by solvers.

The library is available on several popular computing platforms, including Compaq (DEC) Alpha, Cray, HP, IBM RS/6000, Intel-like PCs, SGI and Sun. It is designed to be easily adapted to other platforms. Support is provided for many operating systems, including

Solaris, and for a variety of popular Fortran 90
compilers on these platforms and operating systems.

The GALAHAD Library is authored and maintained by N.I.M. Gould, D. Orban and Ph.L. Toint.[3]

References

  1. ISBN 0-387-55470-X
    .
  2. ^ Conn, Andrew R.; Gould, Nicholas I. M.; Toint, Philippe L. "The SIF Reference Document".
  3. doi:10.1145/962437.962438
    .

External links
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