An efficient projection-based algorithm without Lipschitz continuity for large-scale nonlinear pseudo-monotone equations

In this paper, an efficient algorithm is proposed for solving convex constrained equations. The method has the following characteristics: (i) its search direction satisfies the sufficient descent property which is independent of any line search conditions; (ii) the equations only satisfy pseudo-mono...

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Veröffentlicht in:Journal of computational and applied mathematics 2022-03, Vol.403, p.113822, Article 113822
Hauptverfasser: Liu, J.K., Lu, Z.L., Xu, J.L., Wu, S., Tu, Z.W.
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Sprache:eng
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Zusammenfassung:In this paper, an efficient algorithm is proposed for solving convex constrained equations. The method has the following characteristics: (i) its search direction satisfies the sufficient descent property which is independent of any line search conditions; (ii) the equations only satisfy pseudo-monotone property; (iii) its global convergence is proved without the Lipschitz continuity. We compare our numerical results for test problems with those of other derivative-free projection methods.
ISSN:0377-0427
1879-1778
DOI:10.1016/j.cam.2021.113822