Algorithm 896: LSA: Algorithms for Large-Scale Optimization
Result description
We present 14 basic Fortran subroutines for large-scale unconstrained and box constrained optimization and large-scale systems of nonlinear equations. Subroutines, based on various strategies, are intended for dense and sparse general optimization problems, smooth and nonsmooth partially separable optimization problems, sparse nonlinear least-squares problems, minimization of a maximum value (minimax), minimization of a sum of absolute values, and sparse systems of nonlinear equations. Besides the description of methods and codes, we propose computational experiments which demonstrate the efficiency of the proposed algorithms.
Keywords
algorithmsdesignlarge-scale optimizationlarge-scale nonsmooth optimizationlarge-scale nonlinear least squareslarge-scale nonlinear minimaxlarge-scale systems of nonlinear equationssparse problemspartially separable problemslimited-memory methodsdiscrete Newton methodsquasi-Newton methodsprimal interior-point methods
The result's identifiers
Result code in IS VaVaI
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Algorithm 896: LSA: Algorithms for Large-Scale Optimization
Original language description
We present 14 basic Fortran subroutines for large-scale unconstrained and box constrained optimization and large-scale systems of nonlinear equations. Subroutines, based on various strategies, are intended for dense and sparse general optimization problems, smooth and nonsmooth partially separable optimization problems, sparse nonlinear least-squares problems, minimization of a maximum value (minimax), minimization of a sum of absolute values, and sparse systems of nonlinear equations. Besides the description of methods and codes, we propose computational experiments which demonstrate the efficiency of the proposed algorithms.
Czech name
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Czech description
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Classification
Type
Jx - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2009
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
ACM Transactions on Mathematical Software
ISSN
0098-3500
e-ISSN
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Volume of the periodical
36
Issue of the periodical within the volume
3
Country of publishing house
US - UNITED STATES
Number of pages
29
Pages from-to
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UT code for WoS article
000268474100004
EID of the result in the Scopus database
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Basic information
Result type
Jx - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP
BB - Applied statistics, operational research
Year of implementation
2009