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Spectral gradient projection method for solving nonlinear monotone equations. (English) Zbl 1128.65034
The authors report an algorithm for solving nonlinear monotone equations. The method is a combination of a modified spectral gradient method and a projection method. They prove global convergence of the algorithm provided the nonlinear equation is monotone and Lipschitz continuous, and extend the applicability of the algorithm to non-smooth equations. Preliminary numerical results illustrate the efficiency of the proposed algorithm.

MSC:
65H10 Numerical computation of solutions to systems of equations
Software:
L-BFGS
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References:
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