Galahad library explained

The Galahad library is a thread-safe library of packages for the solution of mathematical optimization problems. The areas covered by the library are unconstrained and bound-constrained optimization, quadratic programming, nonlinear programming, systems of nonlinear equations and inequalities, and non-linear least squares problems. The library is mostly written in the Fortran 90 programming language.

The name of the library originates from its major package for general nonlinear programming, LANCELOT-B, the successor of the original augmented Lagrangian package LANCELOT of Conn, Gould and Toint.^[1]

Other packages in the library include:

• a filter-based method for systems of linear and nonlinear equations and inequalities,
• an active-set method for nonconvex quadratic programming,
• a primal-dual interior-point method for nonconvex quadratic programming,
• a presolver for quadratic programs,
• a Lanczos method for trust-region subproblems,
• an interior-point method to solve linear programs or separable convex programs or alternatively, to compute the analytic center of a set defined by such constraints, if it exists.

Packages in the GALAHAD library accept problems modeled in either the Standard Input Format (SIF),^[2] or the AMPL modeling language. For problems modeled in the SIF, the GALAHAD library naturally relies upon the CUTEr package, an optimization toolbox providing all low-level functionalities required by solvers.

The library is available on several popular computing platforms, including Compaq (DEC) Alpha, Cray, HP, IBM RS/6000, Intel-like PCs, SGI and Sun. It is designed to be easily adapted to other platforms. Support is provided for many operating systems, including Tru64, Linux, HP-UX, AIX, IRIX and Solaris, and for a variety of popular Fortran 90 compilers on these platforms and operating systems.

The GALAHAD Library is authored and maintained by N.I.M. Gould, D. Orban and Ph.L. Toint.^[3]

External links

• The official GALAHAD website.

Notes and References

1. Book: Conn, A. R. . N. I. M. . Gould . Ph. L. . Toint . LANCELOT: A Fortran Package for Nonlinear Optimization (Release A) . Springer Series in Computational Mathematics . 17 . Springer-Verlag . 1992 . 0-387-55470-X .
2. Web site: The SIF Reference Document . Andrew R. . Conn . Nicholas I. M. . Gould . Philippe L. . Toint .
3. N. I. M. . Gould . D. . Orban . Ph. L. . Toint . GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization . ACM Transactions on Mathematical Software . 29 . 4 . 353–372 . 2003 . 10.1145/962437.962438 .