Large-scale Nonlinear Optimization and the Lancelot Package

This paper presents a general introduction to the optimization methods which form the basis of the large-scale nonlinear optimization package LANCELOT written by Conn, Gould and Toint. That is, we propose here a comprehensive overview of the principal tools selected by the authors of LANCELOT, among the classical large-scale nonlinear optimization tools, to develop their code. This description has the aim to be complementary to the description given by the authors in their book, while furnishing to the reader a further insight of the underlying ingredients of the LANCELOT package. Abstract. This paper presents a general introduction to the optimization methods which form the basis of the large-scale nonlinear optimization package LANCELOT written by Conn, Gould and Toint. That is, we propose here a comprehensive overview of the principal tools selected by the authors of LANCELOT, among the classical large-scale nonlinear optimization tools, to develop their code. This description has the aim to be complementary to the description given by the authors in their book, while furnishing to the reader a further insight of the underlying ingredients of the LANCELOT package.