A modified PRP-type conjugate gradient projection algorithm for solving large-scale monotone nonlinear equations with convex constraint

被引:8
|
作者
Waziri, Mohammed Yusuf [1 ,3 ,4 ]
Ahmed, Kabiru [1 ,3 ]
Halilu, Abubakar Sani [2 ,3 ]
机构
[1] Bayero Univ, Dept Math Sci, Kano, Nigeria
[2] Sule Lamido Univ, Dept Math, Kafin Hausa, Nigeria
[3] Bayero Univ, Numer Optimizat Res Grp, Kano, Nigeria
[4] Bayero Univ, Kano, Nigeria
关键词
Monotone equations; Convex constraint; Non-smooth functions; Bounded sequence; Backtracking Line search; Descent condition; TRAVELING-WAVE SOLUTIONS; DERIVATIVE-FREE METHOD; TRUST-REGION METHOD; BFGS METHOD; SCHRODINGER-EQUATION; NEWTON METHOD; SYSTEMS; CONVERGENCE; DESCENT; STABILITY;
D O I
10.1016/j.cam.2021.114035
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Conjugate gradient methods stand out as the most ideal iterative algorithms for solving nonlinear system of equations with large-dimensions. This is due to the fact that they are implemented with less memory and because of their ability to converge globally to solutions of problems considered. One of the most essential iterative method in this category is the Polak-Ribiere-Polyak (PRP) scheme, which is numerically effective, but its search directions are mostly not descent directions. In this paper, based upon the adaptive PRP scheme by Yuan et al. and the projection method, a numerically efficient PRP-type scheme for system of monotone nonlinear equations is presented, where the solution is restricted to a closed convex set. Apart from the ability to satisfy the condition that is quite vital for global convergence, a distinct novelty of the new scheme is its application in compressive sensing, where it is applied to restore blurry images. The scheme's global convergence is established with mild assumptions. Preliminary numerical results show that the method proposed is promising.(C) 2021 Elsevier B.V. All rights reserved.
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页数:18
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