TNPACK swMATH ID: 970 Software Authors: Tamar Schlick, Aaron Fogelson Description: We present a FORTRAN package of subprograms for minimizing multivariate functions without constraints by a truncated Newton algorithm. The algorithm is especially suited for problems involving a large number of variables. Truncated Newton methods allow approximate, rather than exact, solutions to the Newton equations. Truncation is accomplished in the present version by using the preconditioned Conjugate Gradient algorithm (PCG) to solve approximately the Newton equations. The preconditioner M is factored in PCG using a sparse modified Cholesky factorization based on the Yale Sparse Matrix Package. In this paper we briefly describe the method and provide details for program usage. Homepage: http://www.biomath.nyu.edu/index/software/TNPACK/index.html Programming Languages: Fortran Keywords: nonlinear optimization; sparse matrices; FORTRAN package; truncated Newton algorithm; preconditioned conjugate gradient method; Cholesky factorization Related Software: L-BFGS; tn; LANCELOT; L-BFGS-B; CHARMM; minpack; CUTEr; Algorithm 500; TRON; ve08; TAMC; NAMD; CG_DESCENT; MINPACK-2; ARPACK; PREQN; YSMP; BiCGstab; CUTEst; LSA Cited in: 42 Publications Standard Articles 1 Publication describing the Software, including 1 Publication in zbMATH Year TNPACK—a truncated Newton minimization package for large-scale problems. II: Implementation examples. Zbl 0892.65031Schlick, Tamar; Fogelson, Aaron 1992 all top 5 Cited by 58 Authors 13 Schlick, Tamar 9 Xie, Dexuan 5 Navon, Ionel Michael 4 Fogelson, Aaron L. 3 Le Dimet, Francois-Xavier 3 Roma, Massimo 3 Sandu, Adrian 2 Cioaca, Alexandru 2 Lucidi, Stefano 2 Moré, Jorge J. 2 Nocedal, Jorge 2 Wang, Zhi 1 Al-Haik, M. S. 1 Alexe, Mihai 1 Andrei, Neculai 1 Averick, Brett M. 1 Byrd, Richard H. 1 Caliciotti, Andrea 1 Chelikowsky, James R. 1 Chung, Peter W. 1 Daescu, Dacian N. 1 Droegemeier, Kelvin K. 1 Fasano, Giovanni 1 Fauci, Lisa J. 1 Fluder, Eugene M. 1 Garmestani, Hamid 1 Hussaini, M. Yousuff 1 Jay, Laurent-Olivier 1 Jia, Chunxia 1 Li, Zhijin 1 Liang, Yu 1 Liu, Guohua 1 Lukšan, Ladislav 1 Mandziuk, Margaret 1 Martino, Jennifer A. 1 Matonoha, Ctirad 1 Morales, José Luis 1 Nash, Stephen G. 1 Neumaier, Arnold 1 Ni, Qin 1 Noordmans, H. J. 1 Olson, Wilma K. 1 Petzold, Linda Ruth 1 Rochetich, Francesco 1 Saad, Yousef 1 Shi, Zhenjun 1 Shontz, Suzanne M. 1 Singh, Suresh B. 1 Skeel, Robert D. 1 Smeulders, Arnold W. M. 1 Thuente, David J. 1 Vlček, Jan 1 Wachsmuth, Daniel 1 Westcott, Timothy P. 1 Yen, Jeng 1 Zarrouk, Mazen G. 1 Zhu, Ciyou 1 Zhu, Detong all top 5 Cited in 17 Serials 6 ACM Transactions on Mathematical Software 6 Computational Optimization and Applications 4 Journal of Computational Physics 4 SIAM Journal on Optimization 2 SIAM Review 2 Optimization Methods & Software 1 Computers and Fluids 1 Computer Methods in Applied Mechanics and Engineering 1 Communications on Pure and Applied Mathematics 1 Mathematics and Computers in Simulation 1 Operations Research Letters 1 Numerical Algorithms 1 Pattern Recognition Letters 1 Mathematical Programming. Series A. Series B 1 SIAM Journal on Scientific Computing 1 International Journal of Computational Fluid Dynamics 1 Journal of Applied Mathematics & Informatics all top 5 Cited in 17 Fields 26 Operations research, mathematical programming (90-XX) 25 Numerical analysis (65-XX) 11 Biology and other natural sciences (92-XX) 4 Fluid mechanics (76-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Mechanics of deformable solids (74-XX) 2 Quantum theory (81-XX) 1 Ordinary differential equations (34-XX) 1 Partial differential equations (35-XX) 1 Statistics (62-XX) 1 Computer science (68-XX) 1 Mechanics of particles and systems (70-XX) 1 Optics, electromagnetic theory (78-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Geophysics (86-XX) 1 Systems theory; control (93-XX) Citations by Year