An efficient three-term conjugate gradient method for nonlinear monotone equations with convex constraints

被引:85
作者
Gao, Peiting [1 ]
He, Chuanjiang [1 ]
机构
[1] Chongqing Univ, Coll Math & Stat, Chongqing 401331, Peoples R China
基金
美国国家科学基金会;
关键词
Conjugate gradient method; Convex constraints; Large-scale problems; Nonlinear equations; PROJECTION METHOD; DESCENT; SYSTEMS; CONVERGENCE;
D O I
10.1007/s10092-018-0291-2
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, based on the hyperplane projection technique, we propose a three-term conjugate gradient method for solving nonlinear monotone equations with convex constraints. Due to the derivative-free feature and lower storage requirement, the proposed method can be applied to the solution of large-scale non-smooth nonlinear monotone equations. Under some mild assumptions, the global convergence is proved when the line search fulfils the backtracking line search condition. Moreover, we prove that the proposed method is R-linearly convergent. Numerical results show that our method is competitive and efficient for solving large-scale nonlinear monotone equations with convex constraints.
引用
收藏
页数:17
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