TN
| Author | Stephen G. Nash
ORAS Department George Mason University Fairfax, VA 22030 Phone: (703) 993-1678 E-mail: snash@gmu.edu |

Language | FORTRAN | |

Algorithm | Truncated Newton & Conjugate Gradient | |

Input Format | ||

Modeling Languages link | ||

Commercial Status | free | |

Platform | Any machine with a reasonable amount of memory and a Fortran compiler | |

Remarks | TN uses a truncated-Newton method based on a line search. Truncated-Newton methods compute an approximation to the Newton direction by approximately solving the Newton equations using an iterative method. In this software, the conjugate gradient method is used as the iterative solver.
Extensive numerical comparisons between TN and other limited memory methods arte given in: | |

References | S. G. Nash, Newton-like minimization via the Lanczos method, SIAM J. Numer. Anal. 21 (1984), pp. 770--788.
“A Survey of Truncated-Newton Methods” , |