NMTR

NMTR is a trust region method for the solution of dense unconstrained optimization problems. In our implementation the trust region step is determined by the gqt subroutine of Moré and Sorensen.

Advantages of NMTR include

Global and superlinear convergence from arbitrary starting points.
Guaranteed convergence to a point that satisfies second order necessary conditions.

The current release (Version 1.2) of NMTR can be obtained by entering your email address below (so that you can be informed of future NMTR software updates) and downloading the compressed tar file that contains the software.

The README file contains instructions on how to install the software.
Note: Windows users using winzip should make sure that the file is stored as nmtr.tar.gz

You can try NMTR at the NEOS Server.

Comments and suggestions should be sent to Jorge Moré