TN TNBC

Large-scale unconstrained and bound-constrained minimization

TN uses a truncated-Newton method based on a line search. Truncated-Newton methods compute an approximation to the Newton direction by approximately solving the Newton equations using an iterative method. In this software, the conjugate gradient method is used as the iterative solver.

Both easy-to-use and customized versions are provided in both the unconstrained and bound-constrained cases.

Software is written in ANSI Fortran 77. A single machine constant is set automatically. The software is currently available only in double precision.

Need more info?

Software can be obtained from netlib (send tn from opt) or from

Stephen G. Nash 
ORAS Department 
George Mason University 
Fairfax, VA 22030 
Phone: (703) 993-1678
snash@gmu.edu 

References:

S. G. Nash, Newton-like minimization via the Lanczos method, SIAM J. Numer. Anal. 21 (1984), pp. 770--788.

S. G. Nash, User's guide for TN/TNBC, Technical Report 397, Department of Mathematical Sciences, The Johns Hopkins University, Baltimore, 1984.

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