Two derivative-free projection approaches for systems of large-scale nonlinear monotone equations (Q369446): Difference between revisions

The authors introduce two derivative-free approaches for solving systems of nonlinear equations \(F(x)=0\), where \(F:\mathbb {R}^n\rightarrow \mathbb {R}^m\) is a continuous function satisfying the monotonicity condition \((F(x)-F(y))^T(x-y)\geq 0\), for all \(x,y\in \mathbb {R}\). First, they apply a backtracking line search along a specific direction to construct a new point. If it does not solve the problem, the projection technique is applied to construct an appropriate hyperplane strictly separating the current iterate from the solution of the problem. Then, the projection of this point onto the hyperplane is used as the next iterate. The authors prove the global convergence of the algorithm if the solution set of the problem is not empty and the function \(F(x)\) is Lipschitz continuous on \(\mathbb {R}^n\). Finally, they present the result of numerical experiments.