A three-term derivative-free projection method for nonlinear monotone system of equations (Q331805)
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English | A three-term derivative-free projection method for nonlinear monotone system of equations |
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A three-term derivative-free projection method for nonlinear monotone system of equations (English)
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27 October 2016
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The authors introduce a new three-term derivative-free projection method for solving large-scale nonlinear monotone systems of equations based on the LCG method [\textit{J. Liu}, Math. Numer. Sin. 35, No. 3, 286--296 (2013; Zbl 1299.65120)] and the projection technique introduced by Solodov and Svaiter (1998). The method's search direction is descent and satisfies the D-L conjugacy condition [\textit{Y.-H. Dai} and \textit{L.-Z. Liao}, Appl. Math. Optim. 43, No. 1, 87--101 (2001; Zbl 0973.65050)] without any line search. Under some appropriate assumptions the global convergence and the R-linear convergence rate of the method are proved. Finally, the authors present the results of numerical experiments that confirm the efficiency and reliability of the proposed method.
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nonlinear monotone system of equations
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derivative-free method
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conjugate gradient method
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projection method
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global convergence
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R-linear convergence rate
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numerical experiments
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