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LANCELOT is a software package for solving large-scale nonlinear
optimization problems. This book is our attempt to provide a
coherent overview of the package and its use. This includes details
of how one might present examples to the package, how the algorithm
tries to solve these examples and various technical issues which
may be useful to implementors of the software. We hope this book
will be of use to both researchers and practitioners in nonlinear
programming. Although the book is primarily concerned with a
specific optimization package, the issues discussed have much wider
implications for the design and im plementation of large-scale
optimization algorithms. In particular, the book contains a
proposal for a standard input format for large-scale optimization
problems. This proposal is at the heart of the interface between a
user's problem and the LANCE LOT optimization package. Furthermore,
a large collection of over five hundred test ex amples has already
been written in this format and will shortly be available to those
who wish to use them. We would like to thank the many people and
organizations who supported us in our enterprise. We first
acknowledge the support provided by our employers, namely the the
Facultes Universitaires Notre-Dame de la Paix (Namur, Belgium),
Harwell Laboratory (UK), IBM Corporation (USA), Rutherford Appleton
Laboratory (UK) and the University of Waterloo (Canada). We are
grateful for the support we obtained from NSERC (Canada), NATO and
AMOCO (UK)."
LANCELOT is a software package for solving large-scale nonlinear
optimization problems. This book is our attempt to provide a
coherent overview of the package and its use. This includes details
of how one might present examples to the package, how the algorithm
tries to solve these examples and various technical issues which
may be useful to implementors of the software. We hope this book
will be of use to both researchers and practitioners in nonlinear
programming. Although the book is primarily concerned with a
specific optimization package, the issues discussed have much wider
implications for the design and im plementation of large-scale
optimization algorithms. In particular, the book contains a
proposal for a standard input format for large-scale optimization
problems. This proposal is at the heart of the interface between a
user's problem and the LANCE LOT optimization package. Furthermore,
a large collection of over five hundred test ex amples has already
been written in this format and will shortly be available to those
who wish to use them. We would like to thank the many people and
organizations who supported us in our enterprise. We first
acknowledge the support provided by our employers, namely the the
Facultes Universitaires Notre-Dame de la Paix (Namur, Belgium),
Harwell Laboratory (UK), IBM Corporation (USA), Rutherford Appleton
Laboratory (UK) and the University of Waterloo (Canada). We are
grateful for the support we obtained from NSERC (Canada), NATO and
AMOCO (UK)."
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