A scaled conjugate gradient method for solving monotone nonlinear equations with convex constraints (Q1789832)

Summary: Based on the Scaled conjugate gradient (SCALCG) method presented by \textit{N. Andrei} [Appl. Math. Lett. 20, No. 6, 645--650 (2007; Zbl 1116.90114)] and the projection method presented by Solodov and Svaiter, we propose a SCALCG method for solving monotone nonlinear equations with convex constraints. SCALCG method can be regarded as a combination of conjugate gradient method and Newton-type method for solving unconstrained optimization problems. So, it has the advantages of the both methods. It is suitable for solving large-scale problems. So, it can be applied to solving large-scale monotone nonlinear equations with convex constraints. Under reasonable conditions, we prove its global convergence. We also do some numerical experiments show that the proposed method is efficient and promising.