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.{{cite book |first=A. R. |last=Conn |first2=N. I. M. |last2=Gould |first3=Ph. L. |last3=Toint |title=LANCELOT: A Fortran Package for Nonlinear Optimization (Release A) |series=Springer Series in Computational Mathematics |volume=17 |publisher=Springer-Verlag |year=1992 |isbn=0-387-55470-X }}

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),{{cite web |title=The SIF Reference Document |first=Andrew R. |last=Conn |first2=Nicholas I. M. |last2=Gould |first3=Philippe L. |last3=Toint |url=http://www.numerical.rl.ac.uk/lancelot/sif/sifhtml.html }} 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 Tru64, Linux, HP-UX, AIX, IRIX and 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.{{cite journal |first=N. I. M. |last=Gould |first2=D. |last2=Orban |first3=Ph. L. |last3=Toint |title=GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization |journal=ACM Transactions on Mathematical Software |volume=29 |issue=4 |pages=353–372 |year=2003 |doi=10.1145/962437.962438 |url=https://cds.cern.ch/record/585580/files/CM-P00040412.pdf }}