The NEOS Server offers TRON for the solution of large bound constrained nonlinear optimization problems. TRON, a trust region Newton method, 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.
TRON was developed by Chih-Jen Lin and Jorge J. More'.
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