MULTIVARIATE SPECTRAL GRADIENT PROJECTION METHOD FOR NONLINEAR MONOTONE EQUATIONS WITH CONVEX CONSTRAINTS

被引：62
|
作者：
Yu, Gaohang [1 ]
Niu, Shanzhou
Ma, Jianhua [2 ]
机构：
[1] Gannan Normal Univ, Sch Math & Comp Sci, Jiangxi Key Lab Numer Simulat Technol, Ganzhou 341000, Peoples R China
[2] So Med Univ, Sch Biomed Engn, Guangzhou 510515, Guangdong, Peoples R China
来源：
JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION | 2013年 / 9卷 / 01期
基金：
中国国家自然科学基金;
关键词：
Nonlinear system of equations; monotone equations; multivariate spectral gradient method; projection method; global convergence; CHEMICAL-EQUILIBRIUM SYSTEMS; UNCONSTRAINED OPTIMIZATION; BFGS METHOD;
D O I：
10.3934/jimo.2013.9.117
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
In this paper, we present a multivariate spectral gradient projection method for nonlinear monotone equations with convex constraints, which can be viewed as an extension of multivariate spectral gradient method for solving unconstrained optimization problems. The proposed method does not need the computation of the derivative as well as the solution of some linear equations. Under some suitable conditions, we can establish its global convergence results. Preliminary numerical results show that the proposed method is efficient and promising.
引用
收藏
页码：117 / 129
页数：13
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