Spectral gradient projection method for solving nonlinear monotone equations. (English) Zbl 1128.65034

Zhang, Li; Zhou, Weijun

J. Comput. Appl. Math. 196, No. 2, 478-484 (2006).

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.

Reviewer: Nikolai L. Vulchanov (Warsaw)

MSC:

65H10

Numerical computation of solutions to systems of equations

Keywords:

spectral gradient method; projection method; Lipschitz continuity; projection method; global convergence; algorithm; nonlinear monotone equations; numerical results

Software:

L-BFGS

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