Unconstrained Optimization Packages

TNBC 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  
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.
References S. G. Nash, User's guide for TN/TNBC, Technical Report 397, Department of Mathematical Sciences, The Johns Hopkins University, Baltimore, 1984.