An Adaptive Projection Algorithm for Solving Nonlinear Monotone Equations with Convex Constraints

An Adaptive Projection Algorithm for Solving Nonlinear Monotone Equations with Convex Constraints

Year:    2024

Author:    Zhi Zhao, Xiao-Qing Jin, Teng-Teng Yao

East Asian Journal on Applied Mathematics, Vol. 14 (2024), Iss. 3 : pp. 579–600

Abstract

In this paper, we are concerned with the problem of solving nonlinear monotone equations with convex constraints in Euclidean spaces. By combining diagonal Barzilai-Borwein method, hyperplane projection method, and adaptive extrapolation technique, an adaptive projection method is constructed. This new method is globally convergent under the assumption of continuity of the underlying map and nonemptiness of the solution set. If this map is Lipschitz continuous and satisfies the local error bound condition, this algorithm has local linear convergence rate. Numerical results show the efficiency of the proposed algorithm.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/eajam.2023-244.100124

East Asian Journal on Applied Mathematics, Vol. 14 (2024), Iss. 3 : pp. 579–600

Published online:    2024-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    22

Keywords:    Monotone equation convex constraint hyperplane projection method diagonal Barzilai-Borwein method local error bound condition.

Author Details

Zhi Zhao

Xiao-Qing Jin

Teng-Teng Yao