A double-projection-based algorithm for large-scale nonlinear systems of monotone equations (Q2256950): Difference between revisions

Consider the following system of nonlinear equations \(F(x)=0\), \(x\in \mathbb{R}^n\), where \(F: \mathbb{R}^n \to \mathbb{R}^n\) is a continuous and monotone mapping, that is \((F(x)-F(y))^T (x-y) \geq 0 \) for all \(x,y \in \mathbb{R}^n\). A derivative free algorithm for solving large-scale systems of monotone nonlinear equations which combines a new idea of projection methodology with a line search strategy, while an improvement in the projection step is exerted proposed in the article. Under some mild conditions, the global convergence of the algorithm is established. Numerical results indicate that the proposed algorithm is promising.