| 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
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| Modeling Languages link
| AMPL
| Commercial Status
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| 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.
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