The augmented lagrangian method for parameter estimation in elliptic systems
SIAM Journal on Control and Optimization
LAPACK's user's guide
Implicit application of polynomial filters in a k-step Arnoldi method
SIAM Journal on Matrix Analysis and Applications
LAPACK++: a design overview of object-oriented extensions for high performance linear algebra
Proceedings of the 1993 ACM/IEEE conference on Supercomputing
C++ gets faster for scientific computing
Computers in Physics
Testing Unconstrained Optimization Software
ACM Transactions on Mathematical Software (TOMS)
Lancelot: A FORTRAN Package for Large-Scale Nonlinear Optimization (Release A)
Lancelot: A FORTRAN Package for Large-Scale Nonlinear Optimization (Release A)
An interface optimization and application for the numerical solution of optimal control problems
ACM Transactions on Mathematical Software (TOMS)
A case study in the performance and scalability of optimization algorithms
ACM Transactions on Mathematical Software (TOMS)
Efficient and automatic implementation of the adjoint state method
ACM Transactions on Mathematical Software (TOMS)
OPT++: An object-oriented toolkit for nonlinear optimization
ACM Transactions on Mathematical Software (TOMS)
ACM Transactions on Mathematical Software (TOMS)
Playa: High-performance programmable linear algebra
Scientific Programming
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The object-oriented programming paradigm can be used to overcome the incompatibilities between off-the-shelf optimization software and application software. The Hilbert Class Library (HCL) defines the fundamental mathematical objects arising in optimization problems, such as vectors, linear operators, and so forth, as C++ classes, making it possible to write optimization code in a natural fashion, while allowing application software such as simulators to use the most convenient data structures and programming style. In spite of the poor reputation C++ has for runtime performance, the use of mixed-language programming allows performance equal to that achieved by standard Fortran packages, as comparisons with the popular code LBFGS and ARPACK demonstrate.