NUMERICAL EXPERIMENTS WITH THE LANCELOT PACKAGE (RELEASE A) FOR LARGE-SCALE NONLINEAR OPTIMIZATION

摘要

In this paper, we describe the algorithmic options of Release A of LANCELOT, a Fortran package for large-scale nonlinear optimization, We then present the results of intensive numerical tests and discuss the relative merits of the options, The experiments described involve both academic and applied problems. Finally, we propose conclusions, both specific to LANCELOT and of more general scope. [References: 53]