Spectral modified Polak–Ribiére–Polyak projection conjugate gradient method for solving monotone systems of nonlinear equations

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摘要

In this paper, we present a modification of Polak–Ribie´re–Polyak (PRP) conjugate gradient method for solving system of monotone nonlinear equations which is a combination of spectral conjugate gradient method and the hyperplane projection technique. The method is based on two methods for unconstrained optimization proposed by Wan et al. (2011) and Sun (2015). We obtained a new search direction by the use of a different formula for the conjugate gradient parameter. The search direction satisfies the sufficient descent condition and the global convergence of the method is established under some assumptions. Preliminary numerical comparison with some existing methods shows the efficiency of the proposed method.

论文关键词:Nonlinear monotone equations,Conjugate gradient method,Spectral gradient method,Projection method

论文评审过程:Received 20 July 2018, Revised 22 April 2019, Accepted 10 June 2019, Available online 10 July 2019, Version of Record 10 July 2019.

论文官网地址:https://doi.org/10.1016/j.amc.2019.06.028