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Section: Software and Platforms
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://www-rocq.inria.fr/~gilbert/modulopt/ ; M1QN3 is also distributed under gpl .
Code M1QN3
Optimization without constraints for problems with many variables (, has been used for ). Technically, uses a limited-memory bfgs algorithm with Wolfe's line-search (see Chap. 4 of [3] for the terminology).
Code M2QN1
Optimization with simple bound-constraints for (small) problems: is a parallelotope in . 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 [10] , Chap. 9 of [3] ).
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.