|TN||Author||Stephen G. Nash
George Mason University
Fairfax, VA 22030
Phone: (703) 993-1678
|Algorithm||Truncated Newton & Conjugate Gradient|
|Modeling Languages link|
|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:
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” , Journal of Computational and Applied Mathematics , 124 (2000), pp. 45-59.