LSA swMATH ID: 22887 Software Authors: Lukšan, Ladislav; Matonoha, Ctirad Author Profile; Vlček, Jan Description: Algorithm 896: LSA: Algorithms for large-scale optimization. We present 14 basic Fortran subroutines for large-scale unconstrained and box constrained optimization and large-scale systems of nonlinear equations. Subroutines PLIS and PLIP, intended for dense general optimization problems, are based on limited-memory variable metric methods. Subroutine PNET, also intended for dense general optimization problems, is based on an inexact truncated Newton method. Subroutines PNED and PNEC, intended for sparse general optimization problems, are based on modifications of the discrete Newton method. Subroutines PSED and PSEC, intended for partially separable optimization problems, are based on partitioned variable metric updates. Subroutine PSEN, intended for nonsmooth partially separable optimization problems, is based on partitioned variable metric updates and on an aggregation of subgradients. Subroutines PGAD and PGAC, intended for sparse nonlinear least-squares problems, are based on modifications and corrections of the Gauss-Newton method. Subroutine PMAX, intended for minimization of a maximum value (minimax), is based on the primal line-search interior-point method. Subroutine PSUM, intended for minimization of a sum of absolute values, is based on the primal trust-region interior-point method. Subroutines PEQN and PEQL, intended for sparse systems of nonlinear equations, are based on the discrete Newton method and the inverse column-update quasi-Newton method, respectively. Besides the description of methods and codes, we propose computational experiments which demonstrate the efficiency of the proposed algorithms. Homepage: https://dl.acm.org/citation.cfm?id=1527290 Related Software: CUTE; UFO; CUTEr; L-BFGS; CG_DESCENT; VE10; ve08; L-BFGS-B; TNPACK; NITSOL; HSL; tn Cited in: 5 Publications Standard Articles 1 Publication describing the Software, including 1 Publication in zbMATH Year Algorithm 896: LSA: algorithms for large-scale optimization. Zbl 1364.65128Lukšan, Ladislav; Matonoha, Ctirad; Vlček, Jan 2009 Cited by 3 Authors 5 Lukšan, Ladislav 5 Vlček, Jan 1 Matonoha, Ctirad Cited in 5 Serials 1 ACM Transactions on Mathematical Software 1 Applied Mathematics and Computation 1 Journal of Computational and Applied Mathematics 1 Numerical Algorithms 1 Computational Optimization and Applications Cited in 3 Fields 5 Numerical analysis (65-XX) 4 Operations research, mathematical programming (90-XX) 1 Calculus of variations and optimal control; optimization (49-XX) Citations by Year