The NEOS Server offers LANCELOT for the solution of nonlinearly-constrained
optimization problems. Problems can be submitted to LANCELOT on the NEOS
server in AMPL format.
LANCELOT is suitable for large nonlinearly-constrained problems. The basic
algorithm combines the objective function and the set of all constraints
more complicated than simple bounds on the variables in an augmented
Lagrangian function. A sequence of problems is solved, in which the current
augmented Lagrangian function is approximately minimized within the region
defined by the simple bounds.
LANCELOT was developed by Andy Conn, Nick Gould, and Philippe Toint.
Additional information is available in the
The user must submit a model in AMPL
format. Examples are provided in
section of the AMPL website.
The problem must be specified in a model file. A data file and commands
files may also be provided. If the commands file is specified, it must
contain the AMPL solve command; however, it must not contain
the model or data commands. The model and data
files are renamed internally by NEOS.
The commands file may include option settings for the solver. To specify
solver options, add
option lancelot_options 'OPTIONS';