TRON
swMATH ID: | 4714 |
Software Authors: | Lin, Chih-Jen; Moré, Jorge |
Description: | TRON is a trust region Newton method for the solution of large bound-constrained optimization problems. TRON uses a gradient projection method to generate a Cauchy step, a preconditioned conjugate gradient method with an incomplete Cholesky factorization to generate a direction, and a projected search to compute the step. The use of projected searches, in particular, allows TRON to examine faces of the feasible set by generating a small number of minor iterates, even for problems with a large number of variables. As a result TRON is remarkably efficient at solving large bound-constrained optimization problems. |
Homepage: | http://www.mcs.anl.gov/~more/tron/ |
Related Software: | L-BFGS; LBFGS-B; CUTEr; LANCELOT; L-BFGS-B; KELLEY; tn; SNOPT; KNITRO; SifDec; Ipopt; CUTE; LOQO; CUTEst; SPG; GQTPAR; LIBSVM; GALAHAD; GPDT; UCI-ml |
Cited in: | 121 Documents |
Standard Articles
1 Publication describing the Software, including 1 Publication in zbMATH | Year |
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Newton’s method for large bound-constrained optimization problems. Zbl 0957.65064 Lin, Chih-Jen; Moré, Jorge J. |
1999
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Cited by 218 Authors
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Cited in 46 Serials
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