A hybrid three-term conjugate gradient projection method for constrained nonlinear monotone equations with applications

A hybrid three-term conjugate gradient projection method for constrained nonlinear monotone equations with applications
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约束非线性单调方程的混合三项共轭梯度投影法及其应用

DOI:
10.1007/s11075-020-01043-z
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发表时间:
2021-01
影响因子:
2.1
通讯作者:
Lingzhi Wang
Lingzhi Wang
中科院分区:
数学3区
文献类型:
--
作者:
Jianghua Yin;Jinbao Jian;Xianzhen Jiang;Meixing Liu;Lingzhi Wang

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本文在三项共轭梯度法和混合技术的基础上,提出了一种结合自适应线搜索的混合三项共轭梯度投影法,用于求解具有凸约束的大规模非线性单调方程。该方法生成的搜索方向与无记忆BFGS方法生成的搜索方向接近,并且具有足够的下降特性和独立于线搜索技术的信赖域特性。在一些温和的条件下,我们建立了所提出方法的全局收敛性。与文献中的两种现有算法相比,我们的数值实验表明了所提出方法的有效性和鲁棒性。此外,我们通过扩展该方法来解决稀疏信号恢复和图像去模糊问题,展示了该方法的适用性和令人鼓舞的效率。
In this paper, based on the three-term conjugate gradient method and the hybrid technique, we propose a hybrid three-term conjugate gradient projection method by incorporating the adaptive line search for solving large-scale nonlinear monotone equations with convex constraints. The search direction generated by the proposed method is close to the one yielded by the memoryless BFGS method, and has the sufficient descent property and the trust region property independent of line search technique. Under some mild conditions, we establish the global convergence of the proposed method. Our numerical experiments show the effectiveness and robustness of the proposed method in comparison with two existing algorithms in the literature. Moreover, we show applicability and encouraging efficiency of the proposed method by extending it to solve sparse signal restoration and image de-blurring problems.
DOI: 10.1117/3.975277.ch6
发表时间: 2019-01
期刊: Essential Algorithms
影响因子: --
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