Article ID: | iaor19972152 |
Country: | Netherlands |
Volume: | 73 |
Issue: | 1 |
Start Page Number: | 73 |
End Page Number: | 110 |
Publication Date: | Apr 1996 |
Journal: | Mathematical Programming (Series A) |
Authors: | Toint Ph.L., Conn A.R., Gould Nick |
In this paper, the authors describe the algorithmic options of Release A of LANCELOT, a Fortran package for large-scale nonlinear optimization. They 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, the authors propose conclusions, both specific to LANCELOT and of more general scope.