Armijo线搜索修正LS共轭梯度法的收敛性

Convergence Properties of the Modified LS Conjugate Gradient Method with Armijo Line Search

基于修正LS共轭梯度法,给出合适的初始步长,使采用Armijo线搜索的迭代过程满足充分下降性.在较弱的条件下,证明算法具有全局收敛性和至少线性收敛速率.

Appropriate condition for the initial stepsize is proposed based on the modified LS conjugate method,which make the sufficient descent property hold at each iteration with Armijo line search.Global convergence and linear convergence rate of the corresponding algorithm are proved under some mild conditions.