Skip to main content
Log in

A unified convergence analysis of the derivative-free projection-based method for constrained nonlinear monotone equations

  • Original Paper
  • Published:
Numerical Algorithms Aims and scope Submit manuscript

Abstract

In this paper, we propose a general framework that provides a unified convergence analysis of the derivative-free projection-based method (DFPM) for solving large-scale constrained nonlinear monotone equations. The new results provide a complete picture on the convergence guarantees of DFPM and cover the existing relevant convergence results as special cases. Preliminary numerical experiment results are also reported to show the numerical performance of six line search schemes used in the existing DFPM.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3

Similar content being viewed by others

References

  1. Meintjes, K., Morgan, A.P.: A methodology for solving chemical equilibrium systems. Appl. Math. Comput. 22, 333–361 (1987)

    MathSciNet  MATH  Google Scholar 

  2. Wood, A.J., Wollenberg, B.F.: Power Generations, Operations, and Control. Wiley, New York (1996)

    Google Scholar 

  3. Prajna, S., Parrilo, P.A., Rantzer, A.: Nonlinear control synthesis by convex optimization. IEEE Trans. Autom. Control 49, 310–314 (2004)

    Article  MathSciNet  MATH  Google Scholar 

  4. Figueiredo, M.A.T., Nowak, R.D., Wright, S.J.: Gradient projection for sparse reconstruction: application to compressed sensing and other inverse problems. IEEE Journal of Selected Topics in Signal Processing 1, 586–597 (2007)

    Article  Google Scholar 

  5. Dirkse, S.P., Ferris, M.C.: MCPLIB: a collection of nonlinear mixed complementarity problems. Opt. Methods Softw. 5, 319–345 (2012)

    Article  Google Scholar 

  6. Ou, Y.G., Li, J.Y.: A new derivative-free SCG-type projection method for nonlinear monotone equations with convex constraints. J. Appl. Math. Comput. 56, 195–216 (2018)

    Article  MathSciNet  MATH  Google Scholar 

  7. Ou, Y.G., Xu, W.J.: A unified derivative-free projection method model for large-scale nonlinear equations with convex constraints. Journal of Industrial and Management Optimization 18, 3539–3560 (2022)

    Article  MathSciNet  MATH  Google Scholar 

  8. Sun, M., Tian, M.Y.: A class of derivative-free CG projection methods for nonsmooth equations with an application to the LASSO problem. Bulletin of the Iranian Mathematical Society 46, 183–205 (2020)

    Article  MathSciNet  MATH  Google Scholar 

  9. Amini, K., Kamandi, A.: A new line search strategy for finding separating hyperplane in projection-based methods. Numer. Algo. 70, 559–570 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  10. Liu, J.K., Lu, Z.L., Xu, J.L., Wu, S., Tu, Z.W.: An efficient projection-based algorithm without Lipschitz continuity for large-scale nonlinear pseudo-monotone equations. J. Comput. Appl. Math 403, 113822 (2022)

    Article  MathSciNet  MATH  Google Scholar 

  11. Abdullahi, H., Awasthi, A.K., Waziri M.Y., et al.: Descent three-term DY-type conjugate gradient methods for constrained monotone equations with application. Comp. Appl. Math. 41, 32 (2022)

    Article  MathSciNet  MATH  Google Scholar 

  12. Gao, P.T., Wang, T., Liu, X.L., Wu, Y.F.: An efficient three-term conjugate gradient-based algorithm involving spectral quotient for solving convex constrained monotone nonlinear equations with applications. Comput. Appl. Math. 41, 89 (2022)

    Article  MathSciNet  MATH  Google Scholar 

  13. Yin, J.H., Jian, J.B., Jiang, X.Z.: A spectral gradient projection algorithm for convex constrained nonsmooth equations based on an adaptive line search. Mathematica Numerica Sinica (Chinese) 42, 457–471 (2020)

    MathSciNet  MATH  Google Scholar 

  14. Ibrahim, A.H., Poom, K., Hassan, B.A., Abubakar, A.B., Abubakar, J.: A derivative-free three-term Hestenes-Stiefel type method for constrained nonlinear equations and image restoration. Int. J. Comput. Math. 99, 1041–1065 (2022)

    Article  MathSciNet  MATH  Google Scholar 

  15. Koorapetse, M., Kaelo, P., Lekoko, S., Diphofu, T.: A derivative-free RMIL conjugate gradient projection method for convex constrained nonlinear monotone equations with applications in compressive sensing. Appl. Numer. Math. 165, 431–441 (2021)

    Article  MathSciNet  MATH  Google Scholar 

  16. Abubakar, A.B., Sabiu, J., Kumam, P., Shah, A.: Solving nonlinear monotone operator equations via modified SR1 update. J. Appl. Math. Comput. 67, 343–373 (2021)

    Article  MathSciNet  MATH  Google Scholar 

  17. Halilu, A.S., Majumder, A., Waziri, M.Y., Awwal, A.M., Ahmed, K.: On solving double direction methods for convex constrained monotone nonlinear equations with image restoration. Comput. Appl. Math. 40, 239 (2021)

    Article  MathSciNet  MATH  Google Scholar 

  18. Abubakar, A.B., Kumam, P., Ibrahim, A.H., Chaipunya, P., Rano, S.A.: New hybrid three-term spectral conjugate gradient method for finding solutions of nonlinear monotone operator equations with applications. Mathematics and Computers in Simulation. https://doi.org/10.1016/j.matcom.2021.07.005https://doi.org/10.1016/j.matcom.2021.07.005 (2021)

  19. Yin, J.H., Jian, J.B., Jiang, X.Z., et al.: A hybrid three-term conjugate gradient projection method for constrained nonlinear monotone equations with applications. Numer. Algo. 88, 389–418 (2021)

    Article  MathSciNet  MATH  Google Scholar 

  20. Guo, J., Wan, Z.: A modified spectral PRP conjugate gradient projection method for solving large-scale monotone equations and its applications in compressing sensing, Mathematical Problems in Engineering, Volume 2019, Article ID 5261830 (2019)

  21. Liu, P.J., Shao, H., Wang, Y., Wu, X.Y.: A three-term CGPM-based algorithm without Lipschitz continuity for constrained nonlinear monotone equations with applications. Appl. Numer. Math. 175, 98–107 (2022)

    Article  MathSciNet  MATH  Google Scholar 

  22. Jian, J.B., Yin, J.H., Tang, C.M., Han, D.L.: A family of inertial derivative-free projection methods for constrained nonlinear pseudo-monotone equations with applications. Comput. Appl. Math. 41, 309 (2022)

    Article  MathSciNet  MATH  Google Scholar 

  23. Yin, J.H., Jian, J.B., Jiang, X.Z., Wu, X.D.: A family of inertial-relaxed DFPM-based algorithms for solving large-scale monotone nonlinear equations with application to sparse signal restoration. J. Comput. Appl. Math. 419, 114674 (2023)

    Article  MathSciNet  MATH  Google Scholar 

  24. Bertsekas, D.P.: Constrainted Optimization and Lagrange Multiplier Methods. Academic Press, New York (1982)

    MATH  Google Scholar 

  25. Sun, W.Y., Yuan, Y.X.: Optimization Theory and Methods: Nonlinear Programming Springer Optimization and Its Applications, vol. 1. Springer, New York (2006)

    Google Scholar 

  26. Polyak, B.T.: Introduction to Optimization, Optimization Software Incorporation. Publications Division, New York (1987)

    Google Scholar 

  27. Koorapetse, M., Kaelo, P.: A new three-term conjugate gradient-based projection method for solving large-scale nonlinear monotone equations. Math. Model. Anal. 24, 550–563 (2019)

    Article  MathSciNet  Google Scholar 

  28. Dolan, E.D., More, J.J.: Benchmarking optimization software with performance profiles. Mathematical programming 91, 201–213 (2002)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Acknowledgements

The authors would like to thank the anonymous referees and the associate editor for their careful reading of our manuscript and their valuable comments and constructive suggestions that greatly improved this manuscript’s quality.

Funding

This work is supported by NNSF of China (Nos.11961018, 12261028), STSF of Hainan Province (No. ZDYF2021SHFZ231), and Innovative Project for Postgraduates of Hainan Province (No. Qhys2021-207).

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Yigui Ou.

Ethics declarations

Conflict of interest

The authors declare no competing interests.

Additional information

Data availability

All data generated or analyzed during this study are included in this published article (and its Supplementary Information files).

Publisher’s note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Electronic supplementary material

Below is the link to the electronic supplementary material.

(PDF 240 KB)

Rights and permissions

Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Ou, Y., Li, L. A unified convergence analysis of the derivative-free projection-based method for constrained nonlinear monotone equations. Numer Algor 93, 1639–1660 (2023). https://doi.org/10.1007/s11075-022-01483-9

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11075-022-01483-9

Keywords

Mathematics Subject Classification (2010)

Navigation