Multivariate spectral gradient projection methodfor nonlinear monotone equations with convex constraints
Multivariate spectral gradient projection methodfor nonlinear monotone equations with convex constraints
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DOI：
10.3934/jimo.2013.9.117
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发表时间：
2012-12
影响因子：
1.3
通讯作者：
Gaohang Yu;S. Niu;Jianhua Ma
中科院分区：
文献类型：
--
作者：
Gaohang Yu;S. Niu;Jianhua Ma
本文提出了一种求解凸约束非线性单调方程的多元谱梯度投影方法，它可以看作是多元谱梯度方法求解无约束优化问题的一种推广。该方法不需要计算导数，也不需要求解某些线性方程组。在适当的条件下，我们可以建立它的全局收敛性结果。初步的数值结果表明，该方法是有效的和有前途的。
In this paper, we present a multivariate spectral gradient projection method for nonlinear monotone equations with convex constraints, which can be viewed as an extension of multivariate spectral gradient method for solving unconstrained optimization problems. The proposed method does not need the computation of the derivative as well as the solution of some linear equations. Under some suitable conditions, we can establish its global convergence results. Preliminary numerical results show that the proposed method is efficient and promising.