Galahad library
The Galahad library is a thread-safelibrary 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 GALAHAD Library is authored and maintained by N.I.M. Gould, D. Orban and Ph.L. Toint.[1]
Name
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.[2]
Offered packages
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),[3] 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.
Availability
このライブラリは、Compaq (DEC) Alpha、Cray、HP、IBM RS/6000、Intel系PC、SGI、Sunなど、いくつかの一般的なコンピューティングプラットフォームで利用可能です。他のプラットフォームにも容易に適応できるように設計されています。Tru64 、Linux、HP-UX、AIX、IRIX、Solarisなど、多くのオペレーティングシステムと、これらのプラットフォームおよびオペレーティングシステム上で動作する様々な一般的なFortran 90コンパイラをサポートしています。
参考文献
- ^ Gould, NIM; Orban, D.; Toint, Ph. L. (2003). 「GALAHAD：大規模非線形最適化のためのスレッドセーフなFortran 90パッケージライブラリ」（PDF） . ACM Transactions on Mathematical Software . 29 (4): 353– 372. doi : 10.1145/962437.962438 .
- ^ Conn, AR; Gould, NIM; Toint, Ph. L. (1992). LANCELOT: 非線形最適化のためのFortranパッケージ（リリースA） . Springer Series in Computational Mathematics. 第17巻. Springer-Verlag. ISBN 0-387-55470-X。
- ^ Conn, Andrew R.; Gould, Nicholas IM; Toint, Philippe L. 「SIFリファレンスドキュメント」。
外部リンク
- GALAHAD の公式サイト。
