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An efficient three-term conjugate gradient method for nonlinear monotone equations with convex constraints. (English) Zbl 1405.65043
Summary: In this paper, based on the hyperplane projection technique, we propose a three-term conjugate gradient method for solving nonlinear monotone equations with convex constraints. Due to the derivative-free feature and lower storage requirement, the proposed method can be applied to the solution of large-scale non-smooth nonlinear monotone equations. Under some mild assumptions, the global convergence is proved when the line search fulfils the backtracking line search condition. Moreover, we prove that the proposed method is R-linearly convergent. Numerical results show that our method is competitive and efficient for solving large-scale nonlinear monotone equations with convex constraints.

MSC:
65F10 Iterative numerical methods for linear systems
90C52 Methods of reduced gradient type
65K05 Numerical mathematical programming methods
Software:
MCPLIB
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References:
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