Keywords

A method specification file comprises a collection of keywords. Each keyword must occur on a separate line. The position on the line is unimportant. Blank lines  are ignored. Only the first 8 characters of the keyword are significant and the remainder may be ignored. Any keyword may appear as a mixture of lower and upper case characters. Some keywords have associated integer or real data; this data must follow the keyword on the same line and the two items must be separated by one or more blanks.  Each keyword specified overrides or reinforces a default definition.  Contradictions are resolved by the last mentioned keyword taking precedence.

Many of the concepts used here are explained in the methods chapter (Chapter 3) of the LANCELOT book ( Conn, Gould and Toint, 1992), where detailed references are given.

• The Start and End of the File
• Minimizer or Maximizer?
• Output Required
• The Number of Iterations Allowed
• Saving Intermediate Data
• Checking Derivatives
• Finite Difference Gradients
• The Second Derivative Approximations
• Problem Scaling
• Constraint Accuracy
• Gradient Accuracy
• The Penalty Parameter
• Controlling the Penalty Parameter
• The Trust Region
• The Trust Region Radius
• Solving the Inner-Iteration Subproblem
• The Cauchy Point
• The Linear Equation Solver
• Restarting the Calculation