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

作者：Liu, J. K.^*; Lu, Z. L.; Xu, J. L.; Wu, S.; Tu, Z. W.

来源：Journal of Computational and Applied Mathematics, 2022, 403: 113822.

DOI：10.1016/j.cam.2021.113822

• Nonlinear equations
• Derivative-free method
• Projection method
• Convergence

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.

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