@Article{Luksan:2009:ALA, author = "Ladislav Luk\v{s}an and Ctirad Matonoha and Jan Vl\v{c}ek", title = "Algorithm 896: {LSA}: Algorithms for Large-Scale Optimization", journal = "{ACM} Transactions on Mathematical Software", volume = "36", number = "3", pages = "16:1--16:29", URL = "http://doi.acm.org/10.1145/1527286.1527290" month = jul, year = 2009, accepted = "January 14 2009", abstract = " We present fourteen basic FORTRAN subroutines for large-scale unconstrained and box constrained optimization and large-scale systems of nonlinear equations. Subroutines {\tt PLIS} and {\tt PLIP}, intended for dense general optimization problems, are based on limited-memory variable metric methods. Subroutine {\tt PNET}, also intended for dense general optimization problems, is based on an inexact truncated Newton method. Subroutines {\tt PNED} and {\tt PNEC}, intended for sparse general optimization problems, are based on modifications of the discrete Newton method. Subroutines {\tt PSED} and {\tt PSEC}, intended for partially separable optimization problems, are based on partitioned variable metric updates. Subroutine {\tt PSEN}, intended for nonsmooth partially separable optimization problems, is based on partitioned variable metric updates and on an aggregation of subgradients. Subroutines {\tt PGAD} and {\tt PGAC}, intended for sparse nonlinear least squares problems, are based on modifications and corrections of the Gauss-Newton method. Subroutine {\tt PMAX}, intended for minimization of a maximum value (minimax), is based on the primal line-search interior-point method. Subroutine {\tt PSUM}, intended for minimization of a sum of absolute values, is based on the primal trust-region interior-point method. Subroutines {\tt PEQN} and {\tt PEQL}, intended for sparse systems of nonlinear equations, are based on the discrete Newton method and the inverse column-update quasi-Newton method, respectively. Besides the description of methods and codes, we propose computational experiments which demonstrate the efficiency of the proposed algorithms.", }