Chih-Jen Lin and Jorge Moré
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 of TRON
can be obtained by downloading
This compressed tar file contains the software and a test program.
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.
Comments and suggestions should be sent to Chih-Jen Lin or Jorge Moré