src
Folders and files
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package | status | purpose -------------------------------------------------------------------------------- ampl | ok | ampl interfaces to QP routines arc | ok | unconstrained optimization, regularization method ats | beta | minimize a quadratic within abs value trust region, sls auxiliary | ok | auxiliary packages (norms, time, cutest interaces ... ) bgo | ok | bound-constrained stochastic global optimization blls | ok | cound-constrained linear least-squares bqp | ok | bound-constrained QP, proconditioned projected gradients bqpb | ok | bound-constrained QP, interior point bsc | ok | assemble the Schur complement ccqp | beta | QP, crossover interior-point to lunge cdqp | beta | QP, crossover interior-point to dual gradient prohection check | ok | check derivatives clock | ok | record system clock times convert | beta | convert between sparse-matrix formats cqp | ok | convex QP, interior-point cqps | alpha | convex QP, Spelucci's BC exact penalty reformuation cro | ok | QP crossover from interior-point to basic solution demo | ok | template for GALAHAD packages dgo | ok | bound-constrained deterministic global optimization dps | ok | regularized quadratic subproblem in a diagonalising norm dqp | ok | strictly-convex QP, dual projection dum | ok | replacement no-use packages for unsupplied externals eqp | ok | equality-constrained QP fdc | ok | find dependent equality linear constraints fdh | ok | obtain a finite-difference sparse Hessian approximation filter | beta | basic filter mechanism filtrane | ok | nonlinear least-squares using a filter fit | ok | fit polynomials to function and derivative data (no doc) general | ok | makemaster for general packages glrt | ok | minimize a quadratic + a regularization term via Lanczos gls | ok | modern fortran interface to ma33 gltr | ok | minimize a quadratic within a trust region via Lanczos gmtr | alpha | minimize a quadratic within a trust region via MINRES ir | ok | apply iterative refinement for sls l2rt | ok | regularized root linear least-squares via Lanczos lanb | ok | LANCELOT, augmented Lagrangian using partial separability lanb_simple | ok | easy-to-use dense LANCELOT lanc | alpha | improved LANCELOT lapack | ok | required LAPACK/BLAS (no doc) lhs | beta | Latin Hypercube samples lls | beta | trust-region constrained linear-least squares via PCG llsr | ok | regularized linear least-squares via sbls llst | ok | trust-region regularized linear least-squares via sbls lms | ok | limited-memory Hessian approximation lmsc | alpha | limited-memory Hessian approximation with constraints lmt | ok | derived type for limited-memory Hessian approximation lpqp | beta | convert QP to l_1 QP lsqp | old | LP/separable QP, interior-point lsrt | ok | regularized linear least-squares via Lanczos lstr | ok | trust-region regularized linear least-squares via Lanczos matlab | ok | Matlab interfaces to main GALAHAD packages miqr | ok | Incomplete QR factorization mop | ok | various matrix operations nlpt | ok | NLP structure nls | beta | nonlinear least-squares nlstr | alpha | nonlinear least-squares, trust-region opt | ok | optimality statistics (no doc) pre | ok | QP, presolve psls | beta | definite symmetric linear solver, multiple interfaces ptrans | beta | apply scalings to CUTEst calls qp | ok | QP, generic interface qpa | ok | non-convex QP, active set qpb | ok | non-convex QP, interior-point qpc | ok | non-convex QP, crossover interior-point to active set qpd | ok | QP derived types (no doc) pdqp | alpha | M-convex QP, primal-dual active set qpp | ok | reorder QP to 'standard form' qps | ok | scale QP data (no doc) qpt | ok | QP structure qtrans | ok | compute scavlings and scale QP data (no doc) rand | ok | generate pseudo random numbers rlls | beta | regularized linear least-squares via sbls roots | ok | find roots of scalar polynomials rpd | ok | read QP data from QPLib format (no doc) rq | ok | makemaster for regularised quadratic-subbroblem packages rqs | ok | minimize a quadratic + regularization term via sbls sbls | ok | symmetric block linear solver, multiple interfaces scale | ok | compute scale factors in various ways scu | ok | Schur-compleemnt updating for evolving linear systems sha | beta | sparse Hessian approximation via secant equations sils | ok | modern fortran interface to ma27 sls | ok | symmetric linear solver, multiple interfaces smt | ok | alias for zd11 sort | ok | various sorting algorithms space | ok | allocate and deallocate space (no doc) spec | ok | read package option data (no doc) spral | ok | SPRAL generic tools ssids | ok | SPRAL symmetric indefinite system solver string | ok | manipulate strings (no doc) sym | ok | associate symbols with numerical values tools | ok | simple tools (like in auxiliary, no doc) trans | ok | apply scale factors (no doc) trimsqp | old | successor to s2qp trs | ok | minimize a quadratic within a trust region via sbls tru | ok | unconstrained optimization, trust-region method ugo | ok | deterministic univariate global optimization uls | ok | unsymmetric linear solver, multiple interfaces warm | beta | test warmstart capabilities wcp | ok | find a 'well-centred' point in a polyhedron zd11 | ok | HSL archive sparse-matrix structure External packages lie in external/ ad02 | stub | HSL archive automatic differentiation icfs | stub | Lin-More' incomplete factorization ls27 | stub | HSL incomplete QR factorization ls28 | stub | HSL incomplete QR factorization v2 ls29 | stub | HSL incomplete QR factorization v3 ma27 | stub | HSL archive symmetric indefinite linear solver ma33 | stub | HSL archive automatic unsymmetric solver ma48 | stub | HSL unsymmetric solver ma57 | stub | HSL symmetric indefinite linear solver ma61 | stub | HSL archive preconditioned conjugate gradient solver ma77 | stub | HSL symmetric indefinite out-of-core linear solver ma86 | stub | HSL symmetric indefinite linear solver ma87 | stub | HSL symmetric positive definite linear solver ma97 | stub | HSL symmetric indefinite linear solver mc61 | stub | HSL profile/bandwidth reduction mc64 | stub | HSL reordering for large diagonals mc68 | stub | HSL sparse reorderings mc77 | stub | HSL diagonal scaling mi20 | stub | HSL algebraic multigrid mi28 | stub | HSL incomplete Cholesky factorization mumps | stub | MUMPS sparse matrix package mpi | stub | MPI interface pastix | stub | Pastix sparse matrix package pardiso | stub | Pardiso sparse matrix package wsmp | stub | WSMP sparse matrix package packages that are far from ready but seem promising are in forthcoming/ barc | alpha | bound constrained optimization, regularization method dlp | alpha | LP using dual gradient projection fisqp | alpha | SQP filter method for NLP lpb | alpha | LP, interior-point trace | alpha | unconstrained optimization, enhanced trust-region method tral | alpha | trust-region augmeted Lagrangian trb | alpha | bound-constrained optimization, trust-region method expired/unfinished packages have been cast into oblivion/ ermo | beta | enriched-recursive multilevel unconstrained optimization fastr | beta | filter, active set, trust-region SQP method for NLP funnel | alpha | SQP funnel method for NLP ism | alpha | iterated-subspace unconstrained minimization lcf | beta | feasible point within the polytope using projection lpqpa | beta | L_1 QP, active set using QPA lpqpb | beta | L_1 QP, interior point using QPB lpsqp | alpha | l_p SQP for NLP nllsrt | alpha | nonlinear least-squares, regularization pqp | alpha | parametric QP sqp | alpha | SQP without any globalization s2qp | beta | trust-region SQP for NLP superb | beta | trust-region interior-point for NLP trtn | alpha | bound-constrained optimization via transformation