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Spectral gradient projection method for monotone nonlinear equations with convex constraints. (English) Zbl 1183.65056
Monotone nonlinear equations with convex constraints arise in many applications. A spectral gradient projection algorithm for solving such systems is proposed. The idea of the new method is to combine a modified spectral gradient method [see W. la Cruz and M. Raydan, Optim. Methods Softw. 18, 583–599 (2003; Zbl 1069.65056)] and a projection method [see C. Wang, Y. Wang and G. Xu, Math. Methods Oper. Res. 66, 33–46 (2007; Zbl 1126.90067)]. The authors prove that the new method is globally convergent under some mild assumptions and show that it can be applied to nonsmooth equations. Finally, the results of preliminary numerical tests show the method seems to be more efficient than the projection method.

MSC:
65H10 Numerical computation of solutions to systems of equations
Software:
MCPLIB
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References:
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