Descent line search scheme using Geršgorin circle theorem

DOI10.1016/j.orl.2017.08.010zbMath1409.90148OpenAlexW2751519917MaRDI QIDQ1728356

Suvra Kanti Chakraborty, Geetanjali Panda

Publication date: 22 February 2019

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2017.08.010

zbMATH Keywords

Geršgorin discsuper linear convergenceWolfe inexact line searchZoutendijk theorem

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Methods of quasi-Newton type (90C53)

Related Items

A Modified Coordinate Search Method Based on Axes Rotation

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• New spectral PRP conjugate gradient method for unconstrained optimization
• A regularized Newton method without line search for unconstrained optimization
• On the convergence of the modified Levenberg-Marquardt method with a nonmonotone second order Armijo type line search
• Convergence Results for Projected Line-Search Methods on Varieties of Low-Rank Matrices Via Łojasiewicz Inequality
• Matrix Analysis
• Some Stable Methods for Calculating Inertia and Solving Symmetric Linear Systems
• A Modified Cholesky Algorithm Based on a Symmetric Indefinite Factorization
• A Revised Modified Cholesky Factorization Algorithm
• A dwindling filter line search method for unconstrained optimization
• Benchmarking optimization software with performance profiles.