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

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