A PRP type method for systems of monotone equations

Authors:
Wanyou Cheng
Affiliations:
College of Computer, Dongguan University of Technology, Dongguan 523000, China
Venue:
Mathematical and Computer Modelling: An International Journal
Year:
2009

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Abstract

In this paper, we propose an algorithm for solving systems of monotone equations. The method is a combination of the well-known PRP method and the hyperplane projection method. We prove that the proposed method is globally convergent if the equation is monotone and Lipschitz continuous without any differentiability requirement on the equation. Preliminary numerical results show that the proposed method is promising.