Overall Objectives
Scientific Foundations
Application Domains
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Section: Software


Participant : Claude Lemaréchal.

Essentially two possibilities exist to distribute our optimization software: library programs (say Modulopt codes), communicated either freely or not, depending on what they are used for, and on the other hand specific software, developed for a given application.

The following optimization codes have been developed in the framework of the former Promath project. They are generally available at ; M1QN3 is also distributed under gpl .

Code M1QN3

Optimization without constraints for problems with many variables (n$ \ge$103 , has been used for n = 106 ). Technically, uses a limited-memory bfgs algorithm with Wolfe's line-search (see Chap. 4 of [2] for the terminology).

Code M2QN1

Optimization with simple bound-constraints for (small) problems: D is a parallelotope in Rn . Uses bfgs with Wolfe's line-search and active-set strategy.

Code N1CV2

Minimization without constraints of a convex nonsmooth function by a proximal bundle method (Chap. XV of [7] , Chap. 9 of [2] ).


In addition to codes such as above, the Modulopt library contains application problems, synthetic or from the real world. It is a field for experimentation, functioning both ways: to assess a new algorithm on a set of test-problems, or to select among several codes one best suited to a given problem.


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