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
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
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).
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.
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
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. 126.96.36.199). 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 (firstname.lastname@example.org) 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.
The addresses and email contact for the authors are:
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.