George Mason University
Fairfax VA 22030.
Phone: (703) 993-1678.
|Algorithm||Block truncated Newton method in conjunction with a line search strategy|
|Modeling Languages link|
|Platform||Any machine with a reasonable amount of memory and a Fortran compiler|
|Remarks||BTN uses a block truncated Newton method in conjunction with a line search strategy.
An approximate Newton direction is obtained by applying the block conjugate gradient method to the Newton equations.
Blocking is used to enable parallelism in both the linear algebra and the function evaluations.
There are two versions of the package:
|References||S. G. Nash and A. Sofer, BTN: Software for parallel unconstrained optimization, ACM Trans. Math. Software 18 (1992), pp. 414--448.
S. G. Nash and A. Sofer, A general-purpose parallel algorithm for unconstrained optimization, SIAM J. Optim. 1 (1991), pp. 530--547.