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Spectral DY-Type Projection Method for Nonlinear Monotone Systems of Equations

Spectral DY-Type Projection Method for Nonlinear Monotone Systems of Equations
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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.

Author Details

Jinkui Liu

Shengjie Li

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