TRON
| Authors | Chih-Jen Lin
National Taiwan University, Taipei, Taiwan, 106 Jorge Moré Argonne National Laboratory |

Language | FORTRAN 77 | |

Algorithm | Trust region Newton method | |

Input Format | ||

Modeling Languages link | AMPL | |

Commercial Status | ||

Platform | Any machine with a reasonable amount of memory and a Fortran compiler. | |

Remarks | TRON is a trust region Newton method for the solution of large bound-constrained optimization problems. TRON uses a gradient projection method to generate a Cauchy step, a preconditioned conjugate gradient method with an incomplete Cholesky factorization to generate a direction, and a projected search to compute the step.
Advantages of TRON include: No assumptions of strict complementarity. Global convergence; fast local convergence. Identification of optimal face in a finite number of iterations. An incomplete Cholesky factorization with predictable storage requirements. | |

References | Newton's method for large bound-constrained optimization problems, SIAM Journal on Optimization, Volume 9, Number 4, pp. 1100-1127, 1999. |