An adaptive prediction-correction method for solving large-scale nonlinear systems of monotone equations with applications (Q370077)

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An adaptive prediction-correction method for solving large-scale nonlinear systems of monotone equations with applications
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    An adaptive prediction-correction method for solving large-scale nonlinear systems of monotone equations with applications (English)
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    19 September 2013
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    Summary: Combining a multivariate spectral gradient method with a projection scheme, this paper presents an adaptive prediction-correction method for solving large-scale nonlinear systems of monotone equations. The proposed method possesses some favorable properties: (1) it is progressive step by step, that is, the distance between iterates and the solution set is decreasing monotonically; (2) the global convergence result is independent of the merit function and its Lipschitz continuity; (3) it is a derivative-free method and could be applied for solving large-scale nonsmooth equations due to its lower storage requirement. Preliminary numerical results show that the proposed method is very effective. Some practical applications of the proposed method are demonstrated and tested on sparse signal reconstruction, compressed sensing, and image deconvolution problems.
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    multivariate spectral gradient method
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    projection scheme
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    adaptive prediction-correction method
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    large-scale nonlinear systems
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    monotone equations
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    global convergence
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    derivative-free method
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    numerical results
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    signal reconstruction
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    compressed sensing
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    image deconvolution
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