National Taiwan University,
Taipei, Taiwan, 106
Argonne National Laboratory
||Trust region Newton method
||Modeling Languages link
||Any machine with a reasonable amount of memory and a Fortran compiler.
||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.
||Newton's method for large bound-constrained optimization problems, SIAM Journal on Optimization, Volume 9, Number 4, pp. 1100-1127, 1999.