A Scaled Conjugate Gradient Method for Solving Monotone Nonlinear Equations with Convex Constraints

Based on the Scaled conjugate gradient (SCALCG) method presented by Andrei (2007) 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 gradi...

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Main Authors: Sheng Wang, Hongbo Guan
Format: Article
Language:English
Published: Wiley 2013-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2013/286486
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author Sheng Wang
Hongbo Guan
author_facet Sheng Wang
Hongbo Guan
author_sort Sheng Wang
collection DOAJ
description Based on the Scaled conjugate gradient (SCALCG) method presented by Andrei (2007) 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.
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institution Kabale University
issn 1110-757X
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language English
publishDate 2013-01-01
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series Journal of Applied Mathematics
spelling doaj-art-e132151be6854140a999d5c4d5495cbd2025-08-20T03:25:59ZengWileyJournal of Applied Mathematics1110-757X1687-00422013-01-01201310.1155/2013/286486286486A Scaled Conjugate Gradient Method for Solving Monotone Nonlinear Equations with Convex ConstraintsSheng Wang0Hongbo Guan1Hunan Institute of Technology, Hengyang, Hunan 421008, ChinaHunan Institute of Technology, Hengyang, Hunan 421008, ChinaBased on the Scaled conjugate gradient (SCALCG) method presented by Andrei (2007) 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.http://dx.doi.org/10.1155/2013/286486
spellingShingle Sheng Wang
Hongbo Guan
A Scaled Conjugate Gradient Method for Solving Monotone Nonlinear Equations with Convex Constraints
Journal of Applied Mathematics
title A Scaled Conjugate Gradient Method for Solving Monotone Nonlinear Equations with Convex Constraints
title_full A Scaled Conjugate Gradient Method for Solving Monotone Nonlinear Equations with Convex Constraints
title_fullStr A Scaled Conjugate Gradient Method for Solving Monotone Nonlinear Equations with Convex Constraints
title_full_unstemmed A Scaled Conjugate Gradient Method for Solving Monotone Nonlinear Equations with Convex Constraints
title_short A Scaled Conjugate Gradient Method for Solving Monotone Nonlinear Equations with Convex Constraints
title_sort scaled conjugate gradient method for solving monotone nonlinear equations with convex constraints
url http://dx.doi.org/10.1155/2013/286486
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AT hongboguan ascaledconjugategradientmethodforsolvingmonotonenonlinearequationswithconvexconstraints
AT shengwang scaledconjugategradientmethodforsolvingmonotonenonlinearequationswithconvexconstraints
AT hongboguan scaledconjugategradientmethodforsolvingmonotonenonlinearequationswithconvexconstraints