## Section: Software

### Optimization

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 http://irabot.inrialpes.fr/raweb.html ; M1QN3 is also distributed under gpl .

#### Code **M1QN3**

Optimization without constraints for problems with many variables
(n10^{3} , has been used for n = 10^{6} ). 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 R^{n} . 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] ).

#### Modulopt

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.