keyword:
RESTART-FROM-PREVIOUS-POINT
At the end of a call to LANCELOT, the best estimate of the
solution found, together with the related Lagrange multipliers
(if any) are written to a file, the saved data file. The name of this
file will be installation dependent but, for instance, on a UNIX
system the file will be called SAVEDATA.d in the current working
directory. The user may wish to restart the optimization with these
solution values rather than those given on the original SIF file.
For instance, it may be considered desirable to stop the optimization every ten iterations of a large calculation to see how the algorithm is proceeding. If all is well, a restart is appropriate. Alternatively, the user may wish to increase the accuracy required by the calculation and a restart may significantly reduce the time for the second optimization. Finally, the user may wish to perturb the solution values, by editing the saved data file and then recommence the calculation from the perturbed point. (The file is self explanatory. It contains the name of the problem, the number of problem variables and groups followed by the current value of the penalty parameter, the values and names of the variables and then the values of the Lagrange multipliers together with the names of the constraints to which they are associated. Only the values of the penalty parameter, variables and Lagrange multipliers may be changed. The format of the data, together with its order within the file must not be changed.) If, for whatever reason, a restart is required, the RESTART-FROM-PREVIOUS-POINT keyword should be specified.