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17

Editorial Board R. L. Graham, Murray Hill J. Stoer, WOrzburg R. Varga, Kent (Ohio)

A. R. Conn N.l. M. Gould Ph. L. Taint

LANCE LOT A Fortran Package for Large-Scale Nonlinear Optimization (Release A)

With 38 Figures and 24 Tables

Springer-Verlag Berlin Heidelberg GmbH

Dr. A. R. Conn Mathematical Sciences Department IBM T. J. Watson Research Center P. O. Box 218 Yorktown Heights, NY 10598, USA Dr. N. 1. M. Gould Central Computing Department Rutherford Appleton Laboratory Chilton, Oxfordshire OX11 OQX, United Kingdom Praf. Dr. Ph. L. Toint Department of Mathematics Facultes Universitaires ND de la Paix 61 , rue de Bruxelles B-5000 Namur, Belgium

Mathematics Subject Classification (1991 ): 90C30, 49M37, 90C06, 65Y15,90C90,65K05,65K10,49M27,49M29 ISBN 978-3-642-08139-2 DOI 10.1007/978-3-662-12211-2

ISBN 978-3-662-12211-2 (eBook)

This work is subject to copyright. Ali rights are reserved, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other way, and storage in data banks. Duplication of this publication or parts thereof is permitted only under the provisions of the German Copyright Law of September 9, 1965, in its current version, and permission for usa must always be obtained from Springer-Verlag Berlin Heidelberg GmbH.

Violations are liable for prosecution under the German Copyright Law. © Springer-Verlag Berlin Heidelberg 1992

Originally published by Springer-Verlag Berlin Heidelberg New York in 1992

Typesetting: Camera ready by author 41/3140 - 5 4 3 2 1 O - Printed on acid-free paper

To Tony and Cyril Conn Elizabeth and Ray Gould Claire with love and thanks

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Preface

LANCELOT is a software package for solving large-scale nonlinear optimization problems. This book is our attempt to provide 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. We hope this 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 format for large-scale optimization problems. This proposal is at the heart of the interface between a user's problem and the LANCE LOT optimization package. Furthermore, a large collection of over five hundred test examples has already been written in this format and will shortly be available to those who wish to use them. We would like to thank the many people and organizations who supported us in our enterprise. We first acknowledge the support

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