The LANCELOT Specification File

Andrew. R. Conn - Nicholas I. M. Gould - Philippe L. Toint

LANCELOT operates under the control of a method-specification, or spec, file, usually called SPEC.SPC  This file is read when LANCELOT is first called and controls a number of attributes of the optimizer used.

• Keywords
  • 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
• An Example
• References
• About this document ...