Global Convergence of a Modified LS Method

Abstract EN

The LS method is one of the effective conjugate gradient methods in solving the unconstrained optimization problems.

The paper presents a modified LS method on the basis of the famous LS method and proves the strong global convergence for the uniformly convex functions and the global convergence for general functions under the strong Wolfe line search.

The numerical experiments show that the modified LS method is very effective in practice.