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TNPACK—a truncated Newton minimization package for large-scale problems. I: Algorithm and usage. (English) Zbl 0892.65030

MSC:
65K05 Numerical mathematical programming methods
90-04 Software, source code, etc. for problems pertaining to operations research and mathematical programming
65H10 Numerical computation of solutions to systems of equations
65F50 Computational methods for sparse matrices
90C30 Nonlinear programming
65F35 Numerical computation of matrix norms, conditioning, scaling
65F05 Direct numerical methods for linear systems and matrix inversion
Software:
YSMP; TNPACK
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