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.
Advantages of TRON include
The current release (Version 1.2) of TRON can be obtained by entering your email address below (so that you can be informed of future TRON software updates) and downloading the compressed tar file that contains the software.
The README file contains instructions on how to install the software.
For additional information on TRON , see Newton's method for large bound-constrained optimization problems, SIAM Journal on Optimization, Volume 9, Number 4, pp. 1100-1127, 1999.
You can now try TRON with AMPL input at the NEOS Server. You can also go directly to the TRON solvers page.
Comments and suggestions should be sent to Chih-Jen Lin or Jorge Moré