The convergence properties of RMIL+ conjugate gradient method under the strong Wolfe line search

Osman Omer Osman Yousif

Applied Mathematics and Computation, 2020, vol. 367, issue C

Abstract: In Dai (2016), based on the global convergence of RMIL conjugate gradient method, Dai has modified it and called the modified version RMIL+ which has good numerical results and globally convergent under the exact line search. In this paper, we established the sufficient descent property and the global convergence of RMIL+ via strong Wolfe line search method. Moreover, numerical results based on well-known optimization problems show that the modified method is competitive when compare with other conjugate gradient methods.

Keywords: Conjugate gradient method; Strong Wolfe line search; Sufficient descent property; Global convergence (search for similar items in EconPapers)
Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:367:y:2020:i:c:s0096300319307696

DOI: 10.1016/j.amc.2019.124777

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