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A non-monotone trust region algorithm with simple quadratic models. (Chinese. English summary) Zbl 1183.90401

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.

MSC:

90C30 Nonlinear programming
65K05 Numerical mathematical programming methods
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