Unconstrained Optimization Packages

BTN	Author	Stephen Nash ORAS Department George Mason University Fairfax VA 22030. Phone: (703) 993-1678. snash@gmu.edu
	Language	FORTRAN 77
	Algorithm	Block truncated Newton method in conjunction with a line search strategy
	Input Format
	Modeling Languages link
	Commercial Status	free
	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: The easy-to-use version requires that the user provide a (non-parallel) subroutine to evaluate the objective function and its first derivatives; no knowledge of parallel computing is required. The customized version allows more complicated usage, including parallel function evaluation.
	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.