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Descent line search scheme using Geršgorin circle theorem. (English) Zbl 1409.90148
Summary: In the context of the minimization of a real function, we propose a line search scheme that involves a new positive definite modification of the Hessian. In this framework, a safeguard based on Geršgorin Circle’s theorem provides an approximation of the Hessian that improves with iteration count. Convergence analysis of the scheme is validated by numerical experiments.

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