Solver "lancelot" is an AMPL interface to LANCELOT, which solves general
nonlinear programming problems. LANCELOT is described in the book
"LANCELOT, a Fortran Package for Large-Scale Nonlinear
Optimization (Release A)" by A. R. Conn, N. I. M. Gould,
and Ph. L. Toint, Springer-Verlag, 1992: Springer Series
in Computational Mathematics 17.
Source for LANCELOT is available by ftp; for details, see
http://www.cse.clrc.ac.uk/Activity/LANCELOT
For simplicity, assume the LANCELOT source appears in subdirectory "src".
The makefile assumes that library liblan.a contains the LANCELOT objects
from directory src/objects/double . On most systems, it's OK to put all
of these objects into liblan.a, but if you are using Solaris 2.5 (aka
SunOS 5.5) and f77 v4.0, you will need to exclude the following objects:
drche.o drchg.o dumbr.o lance.o runlan.o scaln.o speci.o
(The trouble is that under Solaris 2.5, f77 v4.0 gratuitously loads
some of these objects, which leads to conflicts.)
For a summary of using solver "lancelot", execute
lancelot '-?'
It is most convenient to invoke lancelot with AMPL's solve command:
ampl: option solver lancelot;
ampl: solve;
but lancelot can also be run separately, with invocation syntax
lancelot stub [-AMPL] [keywd=[value] ...]
in which stub comes from AMPL's write command. For example,
> ampl -obfoo foo.mod foo.dat
> lancelot foo
demonstrates running lancelot separately; the ampl invocation
writes file foo.nl (stub = "foo"), which lancelot reads.
Command-line arguments to lancelot either have the form
keywd=
or
keywd=value
where keywd is one of the key words described below. Alternatively,
you can invoke lancelot the way AMPL's solve command does, i.e.,
lancelot stub -AMPL [keywd=value ...]
where stub was specified in
ampl -obstub ...
or
ampl -ogstub...
Such an invocation causes lancelot to read from stub.nl and to write stub.sol.
--------------------
Controlling lancelot
--------------------
Lancelot reads keywords and values from the environment (shell) variable
lancelot_options and from the command line. Execute
lancelot -=
for a summary of keywords peculiar to the AMPL/LANCELOT driver "lancelot".
------------------
Sample Invocations
------------------
If you're using AMPL, just say
option solver lancelot;
solve;
If you've executed, say,
ampl -objunk junk.model junk.data
then you could say
lancelot junk maxit=300 qmin=1
to force lancelot to run for at most 300 iterations and tightly
minimize its quadratic model during step computations. With the
Bourne shell, either of the invocations
lancelot_options='maxit=300 qmin=1' lancelot junk
or
lancelot_options='maxit=300 qmin=1'
export lancelot_options
lancelot junk
would have the same effect; within AMPL, specifying
option lancelot_options 'maxit=300 qmin=1', solver lancelot;
solve;
would also have this effect.
NOTE: LANCELOT's SIF reader turns a pure system nonlinear equations
into a least-squares problem, which sometimes considerably reduces
the number of iterations that LANCELOT takes; currently, "lancelot"
does not imitate this behavior.
-----------------------
solve_result_num values
=======================
Here is a table of solve_result_num values that "lancelot" can return
to an AMPL session, along with the text that appears in the associated
solve_message.
Value Message
0 problem solved
400 too many iterations
510 trust region got too small
511 step got too small
500 an integer array was too short
501 a floating-point array was too short
502 a logical array was too short
503 bad KNDOFC
520 could not find a feasible solution
-----------------------
Questions about the AMPL/LANCELOT interface? Contact
dmg@ampl.com (David M. Gay).