LANCELOT is a software package for solving large-scale nonlinear optimization problems. This book is our attempt to provide a coherent overview of the package and its use. This includes details of how one might present examples to the package, how the algorithm tries to solve these examples and various technical issues which may be useful to implementors of the software. We hope this book will be of use to both researchers and practitioners in nonlinear programming. Although the book is primarily concerned with a specific optimization package, the issues discussed have much wider implications...

First comprehensive reference on trust-region methods, a class of numerical algorithms for the solution of nonlinear convex optimization methods.