Self adaptive spectral conjugate gradient method for solving nonlinear monotone equations

Abstract In this paper, we propose a self adaptive spectral conjugate gradient-based projection method for systems of nonlinear monotone equations. Based on its modest memory requirement and its efficiency, the method is suitable for solving large-scale equations. We show that the method satisfies t...

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Bibliographic Details
Main Authors: M. Koorapetse, P. Kaelo
Format: Article
Language:English
Published: SpringerOpen 2020-01-01
Series:Journal of the Egyptian Mathematical Society
Subjects:
Online Access:https://doi.org/10.1186/s42787-019-0066-1
Description
Summary:Abstract In this paper, we propose a self adaptive spectral conjugate gradient-based projection method for systems of nonlinear monotone equations. Based on its modest memory requirement and its efficiency, the method is suitable for solving large-scale equations. We show that the method satisfies the descent condition FkTdk≤−c∥Fk∥2,c>0 $F_{k}^{T}d_{k}\leq -c\|F_{k}\|^{2}, c>0$, and also prove its global convergence. The method is compared to other existing methods on a set of benchmark test problems and results show that the method is very efficient and therefore promising.
ISSN:2090-9128