LANCELOt_simple, a simple interface to LANCELOT B

Nick Gould (nick.gouldcomlab.ox.ac.uk)
Dominique Orban (dominique.orbanpolymtl.ca)
Philippe Toint (philippe.tointfundp.ac.be)

Abstract: We describe LANCELOT_simple, an interface to the LANCELOT B nonlinear optimization package within the GALAHAD} library (Gould, Orban, Toint, 2003) which ignores problem structure. The result is an easy-to-use Fortran 90 subroutine, with a small number of intuitively interpretable arguments. However, since structure is ignored, the means of presenting problems to the solver limited and the choice of algorithmic parameters considerably restricted, the performance is likely to be sub-optimal. The proposed interface may nevertheless be useful for users interested in the solution of simple low-dimensional problems when ease of interface matters more than actual numerical efficiency.

Keywords: nonlinear optimization, software, simplicity

Category 1: Nonlinear Optimization

Category 2: Optimization Software and Modeling Systems

Category 3: Nonlinear Optimization (Constrained Nonlinear Optimization )

Citation: @techreport{GoulOrbaToin07, author = {{\sf LANCELOT\_simple}, a simple interface to {\sf LANCELOT B}}, institution = {Departement of Mathematics, University of NAmur - FUNDP}, address = {Namur, Belgium}, number = {TR07/12}, year = 2007}

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Entry Submitted: 12/05/2007
Entry Accepted: 12/05/2007
Entry Last Modified: 12/07/2007

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