Year: 2015
Author: Jinkui Liu, Shengjie Li
Journal of Computational Mathematics, Vol. 33 (2015), Iss. 4 : pp. 341–355
Abstract
In this paper, we propose a spectral DY-type projection method for nonlinear monotone systems of equations, which is a reasonable combination of DY conjugate gradient method, the spectral gradient method and the projection technique. Without the differentiability assumption on the system of equations, we establish the global convergence of the proposed method, which does not rely on any merit function. Furthermore, this method is derivative-free and so is very suitable to solve large-scale nonlinear monotone systems. The preliminary numerical results show the feasibility and effectiveness of the proposed method.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/10.4208/jcm.1412-m4494
Journal of Computational Mathematics, Vol. 33 (2015), Iss. 4 : pp. 341–355
Published online: 2015-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 15
Keywords: Nonlinear monotone system of equations spectral gradient method DY conjugate gradient method Projection method Global convergence.