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

Liu, J. K.*; Lu, Z. L.; Xu, J. L.; Wu, S.; Tu, Z. W.
Science Citation Index Expanded
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摘要

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.

关键词

Nonlinear equations Derivative-free method Projection method Convergence