Auxiliary Procedures#
-Release: 1.0
-Date: 02 June 2023
-Author: Jaroslav Fowkes and Nick Gould
-GALAHAD [1] is a suite of open-source routines for large-scale continuous -optimization. This is supported by a number of auxiliary procedures that -are used to perform commonly-occurring numerical tasks.
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-Contents
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- BSC - build and use the Schur complement from constituent matrices -
- CONVERT - convert a sparse matrix from one format to another -
- FIT - fit function and derivative values to data -
- HASH - set up and use a chained scatter table -
- IR - given matrix factors, perform iterative refinement to solve systems -
- LHS - compute an array of Latin Hypercube samples -
- LMS - maintain limited-memory Hessian approximations -
- ROOTS - find real roots of real polynomials -
- RPD - convert LP/QP data to and from QPLIB format -
- SCU - build and extend factors for an evolving block sparse matrix -
- SEC - maintain dense BFGS and SR1 secant approximations to a Hessian -
- SHA - find a sparse Hessian matrix approximation using componentwise secant approximation -
- PRESOLVE - transform LP/QP data so that the resulting problem is easier to solv -