**
TRON
**

** 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

- No assumptions of strict complementarity.
- Global convergence; fast local convergence.
- Identification of optimal face in a finite number of iterations.
- An incomplete Cholesky factorization with predictable storage requirements.

The current release of ** TRON **
can be obtained by downloading
tron-1.2.tar.gz

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