Galahad library
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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 GALAHAD Library is authored and maintained by N.I.M. Gould, D. Orban and Ph.L. Toint.[1]
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.[2]
Offered packages
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),[3] 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.