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

摘要

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.