Unconstrained Optimization Packages

TNPACK Author Tamar Schlick
Courant Institute of Mathematical Sciences
251 Mercer Street
New York, NY 10012
Phone: (212) 998-3116
E-mail: schlick@cims.nyu.edu
Aaron Fogelson
University of Utah,Department of Mathematics,
Salt Lake City, Utah, 84112
Language Fortran 77
Algorithm Truncated Newton Method using the preconditioned conjugate gradient algorithm
Input Format  
Modeling Languages link  
Commercial Status free
Platform Any machine with a reasonable amount of memory and a Fortran compiler
Remarks TNPACK uses a preconditioned conjugate gradient method to solve the Newton equations approximately at every step.
Modifications are incorporated to handle indefiniteness of both the Hessian and the preconditioner. The preconditioning matrix (usually a sparse approximation to the Hessian) is provided by the user. It is factored by a sparse modified Cholesky factorization based on the Yale Sparse Matrix Package.
TNPACK is intended to solve complex problems that arise in practical applications, such as computational chemistry and biology, where a natural separability or hierarchy in complexity exists among the different functional components. The user can adapt details of the algorithm to suit the problem at hand (for example, by preconditioning and variable reordering).
References
  • T. Schlick and A. Fogelson, TNPACK -- A truncated Newton minimization package for large-scale problems. I: Algorithm and usage, ACM. Trans. Math. Software 18 (1992), pp. 46--70.
  • T. Schlick and A. Fogelson, TNPACK -- A truncated Newton minimization package for large-scale problems. II: Implementation examples, ACM. Trans. Math. Software 18 (1992), pp. 71--111.
  • T. Schlick and W. K. Olson, Supercoiled DNA structure and dynamics by computer simulations, J. Mol. Biol. 223 (1992), pp. 1089--1119.
  • T. Schlick and M. L. Overton, A powerful truncated Newton method for potential energy functions, J. Comp. Chem., 8 (1987), pp. 1025--1039.