Spectral gradient projection method for solving nonlinear monotone equations

Authors:
Li Zhang;Weijun Zhou
Affiliations:
Department of Applied Mathematics, Hunan University, Changsha, China;Department of Applied Mathematics, Hunan University, Changsha, China
Venue:
Journal of Computational and Applied Mathematics
Year:
2006

Citing 7
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Abstract

An algorithm for solving nonlinear monotone equations is proposed, which combines a modified spectral gradient method and projection method. This method is shown to be globally convergent to a solution of the system if the nonlinear equations to be solved is monotone and Lipschitz continuous. An attractive property of the proposed method is that it can be applied to solving nonsmooth equations. We also give some preliminary numerical results to show the efficiency of the proposed method.