Groupe d’études et de recherche en analyse des décisions

G-2008-11

LANCELOT_SIMPLE: A Simple Interface for LANCELOT B

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We describe LANCELOT_simple, an interface to the LANCELOT B nonlinear optimization package within the GALAHAD library (Gould, Orban and Toint, 2003) which ignores problem structure. The result is an easy-to-use Fortran 90 subroutine, with a small number of intuitively interpretable arguments. However, since structure is ignored, the means of presenting problems to the solver limited and the choice of algorithmic parameters considerably restricted, the performance is likely to be sub-optimal. The proposed interface may nevertheless be useful for users interested in the solution of simple low-dimensional problems when ease of interface matters more than actual numerical efficiency.

, 20 pages