Announcement for the Release A of LANCELOT - a package for large-scale nonlinear optimization

1. The LANCELOT package:

The LANCELOT software package has been developed by Andrew Conn, Nick Gould and Philippe Toint as a service for the scientific community. Its purpose is to solve continuous nonlinear optimization problems. The areas covered by Release A of the package are

unconstrained optimization problems,
constrained optimization problems,
the solution of systems of nonlinear equations,
nonlinear least-squares problems,

with a special emphasis on large-scale computations.

1.1 Basic algorithms:

The basic algorithm combines the objective function and the set of all constraints more complicated than simple bounds on the variables in an augmented Lagrangian function. A sequence of problems is solved, in which the current augmented Lagrangian function is approximately minimized within the region defined by the simple bounds (see Conn, Gould and Toint, 1991, Conn, Gould and Toint, 1992a).

The algorithm for solving the bounded problem combines a trust region approach, adapted to handle the bound constraints, projected gradient techniques and special data structures to exploit the group partially separable structure of the underlying problem (see Conn, Gould and Toint, 1988, Conn, Gould and Toint, 1990). The software additionally provides

direct and iterative linear solvers, for the appropriate approximations to Newton's equations which arise at every iteration of the computation,
a variety of preconditioning and scaling algorithms for more difficult problems,
quasi-Newton and Newton-type methods,
provision for analytical and finite-difference derivatives,
an automatic decoder capable of translating problems expressed in Standard Input Format (SIF) into a format appropriate for the minimizer.

1.2 Hardware and software environment:

LANCELOT A is written is standard ANSI Fortran 77. Single and double precision versions are available. Machine dependencies are carefully isolated and easily adaptable. Automatic installation procedures are available for CRAY UNICOS, DEC VMS, ULTRIX and OSF/1, GNU g77, HP-UNIX, IBM VM/CMS, AIX and DOS (Waterloo and Salford fortran compilers), Silicon Graphics IRIX, and SUN SUNOS.

Certain non-default algorithmic options require additional Harwell Subroutine Library codes which are not included in the package (see Conn, Gould and Toint, 1992b).

1.3 Documentation:

The complete documentation of the package, covering in particular,

detailed installation procedures,
problem input (a user-friendly primer and a more advanced reference manual),
discussion of the possible algorithmic options and their specification,
detailed description of the numerical methods,

is the book

"LANCELOT: a Fortran package for large-scale nonlinear optimization (Release A)",

by A. R. Conn, N. I. M. Gould and Ph. L. Toint, Springer Series in Computational Mathematics, vol. 17, Springer Verlag (Heidelberg, New York), ISBN 3-540-55470-X, 1992.

2. Conditions of use for LANCELOT:

It order to use the LANCELOT package, or any of its constituent parts, a user must agree to abide by a set of conditions of use. The package is freely available for ``Academic'' use. ``Academic'' use of the package is defined to be use of the package for academic, educational, research or other non-commercial and not-for-profit purposes under the following conditions. Any use of the package implies that these conditions have been understood, and that the user agrees to abide by all the listed conditions.

The copyright of the LANCELOT package and the LANCELOT, SBMIN and AUGLG names are vested in CCLRC and the Facultes Universitaires Notre-Dame de la Paix de Namur.
The package comes with no guarantee, expressed or implied, that it is suitable for any specific purpose nor that it is free of error. It should not be relied on as the basis to solve a problem whose incorrect solution could result in injury to person or property. If the package or any of its constituent parts is employed in such a manner, it is at the users' own risk and the authors disclaim all liability for such misuse.
The use of the package, or of any of its parts, in which the principal or exclusive purpose is as a tool for research into, or the production of, military weapons, or weapon systems, is prohibited.
The package is distributed ``as is''. In particular, no maintenance, support, troubleshooting or subsequent upgrade is implied.
The use of LANCELOT, SBMIN or AUGLG must be acknowledged, in any publication which contains results obtained with the package or any of its parts. A citation to the book by Conn, Gould and Toint (1992b) is suitable.
The package, or any modification thereof, may not be sold or supplied, nor embedded within other software products which are subsequently sold, or supplied, to a third party.
Users of the package are encouraged to send examples of the problems they have solved using the package to its authors. These examples may subsequently be passed into the public domain to allow others to test and compare new and existing software.
It is the responsibility of the licensee to ensure that each user of the package is aware of, and agrees to abide by, all the conditions given above.

A commercial licence and conditions for ``commercial'' (ie, non-``academic'') use of the LANCELOT package or any of its constituent parts have to be negotiated separately with the

Numerical Analysis Group

Attention: Nick Gould

Atlas Centre R27

Rutherford Appleton Laboratory

Chilton, Oxfordshire

England

Telephone: +44 (0)235 445801

Facsimile: +44 (0)235 446626

email: nick.gould@stfc.ac.uk

to whom all commercial enquiries should be addressed.

3. What to do if you want to obtain LANCELOT:

The package may be obtained in one of two ways. Firstly, the reader can obtain LANCELOT electronically (and free of charge) for academic use via an anonymous ftp call to the account at the Rutherford Appleton Laboratory ftp.numerical.rl.ac.uk (Internet i.d. 130.246.11.142). We request that the userid is given as the password. This will serve to identify those who have obtained a copy via ftp. Further details are available.

Secondly, the package can be obtained for academic use on a floppy disk or magnetic tape at a minimal price, intended to recoup the costs of media, packaging, preparation and courier delivery. Potentially interested parties should contact Ph. Toint (pht@math.fundp.ac.be) to obtain a suitable order form.

If you wish to obtain a ``commercial'' licence, you should contact the GALAHAD/HSL Manager at the above address.

4. Authors' addresses:

The addresses and email contact for the authors are:

Dr. A. R. Conn: Mathematical Sciences Department, IBM T. J. Watson Research Center, P.O. Box 218, Yorktown Heights, NY 10598, USA. email: arconn@watson.ibm.com
Professor Nick Gould: Computational Science and Engineering Department, Rutherford Appleton Laboratory, Chilton, Oxfordshire, OX11 0QX, England. email: N.Gould@rl.ac.uk
Professor Philippe Toint: Department of Mathematics, University of Namur, 61, rue de Bruxelles, B-5000 Namur, Belgium. email: pht@math.fundp.ac.be

References:

A. R. Conn, N. I. M. Gould, and Ph. L. Toint, "Global convergence of a class of trust region algorithms for optimization with simple bounds", SIAM Journal on Numerical Analysis, 25:433-460, 1988. (See also same journal 26:764-767, 1989).

A. R. Conn, N. I. M. Gould, and Ph. L. Toint, "An introduction to the structure of large scale nonlinear optimization problems and the lancelot project", in R. Glowinski and A. Lichnewsky, editors, `Computing Methods in Applied Sciences and Engineering', pages 42-54, SIAM, Philadelphia, USA, 1990.

A. R. Conn, N. I. M. Gould, and Ph. L. Toint, "A globally convergent augmented Lagrangian algorithm for optimization with general constraints and simple bounds", SIAM Journal on Numerical Analysis, 28545-572, 1991.

A. R. Conn, N. I. M. Gould, and Ph. L. Toint, "On the number of inner iterations per outer iteration of a globally convergent algorithm for optimization with general nonlinear equality constraints and simple bounds", in D.F Griffiths and G.A. Watson, editors, `Proceedings of the 14th Biennal Numerical Analysis Conference Dundee 1991', Longmans, 1992a.

A. R. Conn, N. I. M. Gould and Ph. L. Toint, "LANCELOT: a Fortran package for large-scale nonlinear optimization (Release A)", Springer Series in Computational Mathematics, vol. 17, Springer Verlag (Heidelberg, New York), 1992b.