Nonlinear Programming Packages

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.