A scaled conjugate gradient method for solving monotone nonlinear equations with convex constraints
Summary: Based on the Scaled conjugate gradient (SCALCG) method presented by \textit{N. Andrei} [Appl. Math. Lett. 20, No. 6, 645--650 (2007; Zbl 1116.90114)] and the projection method presented by Solodov and Svaiter, we propose a SCALCG method for solving monotone nonlinear equations with convex constraints. SCALCG method can be regarded as a combination of conjugate gradient method and Newton-type method for solving unconstrained optimization problems. So, it has the advantages of the both methods. It is suitable for solving large-scale problems. So, it can be applied to solving large-scale monotone nonlinear equations with convex constraints. Under reasonable conditions, we prove its global convergence. We also do some numerical experiments show that the proposed method is efficient and promising.
scientific article; zbMATH DE number 6950598