Sun, Qingying; Duan, Lining; Cui, Bin; Wang, Changyu A non-monotone trust region algorithm with simple quadratic models. (Chinese. English summary) Zbl 1183.90401 J. Syst. Sci. Math. Sci. 29, No. 4, 470-483 (2009). Summary: A new non-monotone trust region algorithm with simple quadratic models is proposed. Under certain conditions, the global and super-linear convergence properties of this new method are proved. Numerical results show that the new algorithm is efficient and attractive for large-scale optimization problems. Cited in 3 Documents MSC: 90C30 Nonlinear programming 65K05 Numerical mathematical programming methods Keywords:unconstrained optimization; non-monotone trust region method; super-linear convergence PDFBibTeX XMLCite \textit{Q. Sun} et al., J. Syst. Sci. Math. Sci. 29, No. 4, 470--483 (2009; Zbl 1183.90401)