Skip to main content
Erschienen in: Journal of Applied Mathematics and Computing 1/2024

13.12.2023 | Original Research

A new hybrid CGPM-based algorithm for constrained nonlinear monotone equations with applications

verfasst von: Guodong Ma, Liqi Liu, Jinbao Jian, Xihong Yan

Erschienen in: Journal of Applied Mathematics and Computing | Ausgabe 1/2024

Einloggen

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config
loading …

Abstract

The conjugate gradient projection method (CGPM) has good theoretical properties and numerical performance for solving large-scale nonlinear monotone equations with convex constraints. In this paper, by designing a modified adaptive line search, a new hybrid CGPM-based algorithm is proposed. The search direction satisfies the sufficient descent and trust region properties which are independent of the choices of the line search. The global convergence of the algorithm is analyzed without the Lipschitz continuity. The linear convergence rate is established under some appropriate assumptions. Some preliminary numerical experiment results are reported, which show that our proposed algorithm is promising. Finally, the proposed algorithm is extended to solve the sparse signal and image restoration problems in compressed sensing.

Sie haben noch keine Lizenz? Dann Informieren Sie sich jetzt über unsere Produkte:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Literatur
1.
Zurück zum Zitat Ortega, J.M., Rheinboldt, W.C.: Iterative Solution of Nonlinear Equations in Several Variables. Academic Press, New York (1970) Ortega, J.M., Rheinboldt, W.C.: Iterative Solution of Nonlinear Equations in Several Variables. Academic Press, New York (1970)
2.
Zurück zum Zitat Meintjes, K., Morgan, A.P.: A methodology for solving chemical equilibrium systems. Appl. Math. Comput. 22(4), 333–361 (1987)MathSciNet Meintjes, K., Morgan, A.P.: A methodology for solving chemical equilibrium systems. Appl. Math. Comput. 22(4), 333–361 (1987)MathSciNet
3.
Zurück zum Zitat Dai, Z.F., Zhou, H.T., Wen, F.H., He, S.Y.: Efficient predictability of stock return volatility: the role of stock market implied volatility. N. Am. J. Econ. Financ. 52, 101174 (2020)CrossRef Dai, Z.F., Zhou, H.T., Wen, F.H., He, S.Y.: Efficient predictability of stock return volatility: the role of stock market implied volatility. N. Am. J. Econ. Financ. 52, 101174 (2020)CrossRef
4.
Zurück zum Zitat Barari, M., Karimi, H.R., Razaghian, F.: Analog circuit design optimization based on evolutionary algorithms. Math. Probl. Eng. 2014, 593684 (2014)CrossRef Barari, M., Karimi, H.R., Razaghian, F.: Analog circuit design optimization based on evolutionary algorithms. Math. Probl. Eng. 2014, 593684 (2014)CrossRef
5.
Zurück zum Zitat Solodov, M.V., Svaiter, B.F.: A globally convergent inexact Newton method for systems of monotone equations. In: Fukushima, M., Qi, L.Q. (eds.) Reformulation: Nonsmooth, Piecewise Smooth, Semismooth and Smoothing Methods, pp. 355–369. Springer, Boston, MA (1999) Solodov, M.V., Svaiter, B.F.: A globally convergent inexact Newton method for systems of monotone equations. In: Fukushima, M., Qi, L.Q. (eds.) Reformulation: Nonsmooth, Piecewise Smooth, Semismooth and Smoothing Methods, pp. 355–369. Springer, Boston, MA (1999)
6.
Zurück zum Zitat Sun, D.F., Womersley, R., Qi, H.D.: A feasible semismooth asymptotically Newton method for mixed complementarity problems. Math. Program. 94(1), 167–187 (2002)MathSciNetCrossRef Sun, D.F., Womersley, R., Qi, H.D.: A feasible semismooth asymptotically Newton method for mixed complementarity problems. Math. Program. 94(1), 167–187 (2002)MathSciNetCrossRef
7.
Zurück zum Zitat Yuan, G.L., Lu, X.W., Wei, Z.X.: BFGS trust-region method for symmetric nonlinear equations. J. Comput. Appl. Math. 230(1), 44–58 (2009)ADSMathSciNetCrossRef Yuan, G.L., Lu, X.W., Wei, Z.X.: BFGS trust-region method for symmetric nonlinear equations. J. Comput. Appl. Math. 230(1), 44–58 (2009)ADSMathSciNetCrossRef
8.
Zurück zum Zitat Yuan, G.L., Wei, Z.X., Lu, X.W.: A BFGS trust-region method for nonlinear equations. Computing 92(4), 317–333 (2011)MathSciNetCrossRef Yuan, G.L., Wei, Z.X., Lu, X.W.: A BFGS trust-region method for nonlinear equations. Computing 92(4), 317–333 (2011)MathSciNetCrossRef
9.
Zurück zum Zitat Luo, Y.Z., Tang, G.J., Zhou, L.N.: Hybrid approach for solving systems of nonlinear equations using chaos optimization and quasi-Newton method. Appl. Soft Comput. 8(2), 1068–1073 (2008)CrossRef Luo, Y.Z., Tang, G.J., Zhou, L.N.: Hybrid approach for solving systems of nonlinear equations using chaos optimization and quasi-Newton method. Appl. Soft Comput. 8(2), 1068–1073 (2008)CrossRef
10.
Zurück zum Zitat Buhmiler, S., Krejič, N., Lužanin, Z.: Practical quasi-Newton algorithms for singular nonlinear systems. Numer. Algorithms. 55(4), 481–502 (2010)MathSciNetCrossRef Buhmiler, S., Krejič, N., Lužanin, Z.: Practical quasi-Newton algorithms for singular nonlinear systems. Numer. Algorithms. 55(4), 481–502 (2010)MathSciNetCrossRef
11.
Zurück zum Zitat Solodov, M.V., Svaiter, B.F.: A new projection method for variational inequality problems. SIAM J. Control. Optim. 37(3), 765–776 (1999)MathSciNetCrossRef Solodov, M.V., Svaiter, B.F.: A new projection method for variational inequality problems. SIAM J. Control. Optim. 37(3), 765–776 (1999)MathSciNetCrossRef
12.
Zurück zum Zitat 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)MathSciNetCrossRef 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)MathSciNetCrossRef
13.
Zurück zum Zitat Zhou, W.J., Wang, F.: A PRP-based residual method for large-scale monotone nonlinear equations. Appl. Math. Comput. 261, 1–7 (2015)MathSciNet Zhou, W.J., Wang, F.: A PRP-based residual method for large-scale monotone nonlinear equations. Appl. Math. Comput. 261, 1–7 (2015)MathSciNet
14.
Zurück zum Zitat Zheng, L., Yang, L., Liang, Y.: A conjugate gradient projection method for solving equations with convex constraints. J. Comput. Appl. Math. 375, 112781 (2020)MathSciNetCrossRef Zheng, L., Yang, L., Liang, Y.: A conjugate gradient projection method for solving equations with convex constraints. J. Comput. Appl. Math. 375, 112781 (2020)MathSciNetCrossRef
15.
Zurück zum Zitat Sun, M., Liu, J.: New hybrid conjugate gradient projection method for the convex constrained equations. Calcolo 53(3), 399–411 (2016)MathSciNetCrossRef Sun, M., Liu, J.: New hybrid conjugate gradient projection method for the convex constrained equations. Calcolo 53(3), 399–411 (2016)MathSciNetCrossRef
16.
Zurück zum Zitat Xiao, Y.H., Zhu, H.: A conjugate gradient method to solve convex constrained monotone equations with applications in compressive sensing. J. Math. Anal. Appl. 405(1), 310–319 (2013)MathSciNetCrossRef Xiao, Y.H., Zhu, H.: A conjugate gradient method to solve convex constrained monotone equations with applications in compressive sensing. J. Math. Anal. Appl. 405(1), 310–319 (2013)MathSciNetCrossRef
17.
Zurück zum Zitat Ibrahim, A.H., Kumam, P., Abubakar, A.B., Adamu, A.: Accelerated derivative-free method for nonlinear monotone equations with an application. Numer. Linear. Algebr. 29(3), e2424 (2022)MathSciNetCrossRef Ibrahim, A.H., Kumam, P., Abubakar, A.B., Adamu, A.: Accelerated derivative-free method for nonlinear monotone equations with an application. Numer. Linear. Algebr. 29(3), e2424 (2022)MathSciNetCrossRef
18.
Zurück zum Zitat 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. Math. Comput. Simulat. 201, 670–683 (2022)MathSciNetCrossRef 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. Math. Comput. Simulat. 201, 670–683 (2022)MathSciNetCrossRef
19.
Zurück zum Zitat Abubakar, A.B., Kumam, P., Mohammad, A.H., Ibrahim, A.H., Kiri, A.I.: A hybrid approach for finding approximate solutions to constrained nonlinear monotone operator equations with applications. Appl. Numer. Math. 177, 79–92 (2022)MathSciNetCrossRef Abubakar, A.B., Kumam, P., Mohammad, A.H., Ibrahim, A.H., Kiri, A.I.: A hybrid approach for finding approximate solutions to constrained nonlinear monotone operator equations with applications. Appl. Numer. Math. 177, 79–92 (2022)MathSciNetCrossRef
20.
Zurück zum Zitat Wu, X.Y., Shao, H., Liu, P.J., Zhuo, Y.: An inertial spectral CG projeciton method based on the memoryless BFGS update. J. Optimiz. Theory. App. 198, 1130–1155 (2023)CrossRef Wu, X.Y., Shao, H., Liu, P.J., Zhuo, Y.: An inertial spectral CG projeciton method based on the memoryless BFGS update. J. Optimiz. Theory. App. 198, 1130–1155 (2023)CrossRef
22.
Zurück zum Zitat Liu, J.K., Sun, Y., Zhao, Y.X.: A derivative-free projection algorithm for solving pseudo monotone equations with convex constraints (in Chinese). Math. Numer. Sin. 43(03), 388–400 (2021)MathSciNet Liu, J.K., Sun, Y., Zhao, Y.X.: A derivative-free projection algorithm for solving pseudo monotone equations with convex constraints (in Chinese). Math. Numer. Sin. 43(03), 388–400 (2021)MathSciNet
23.
Zurück zum Zitat Zhang, N., Liu, J.K.: A self-adaptive projection method for nonlinear monotone equations with convex constraints. J. Ind. Manag. Optim. 19(11), 8152–8163 (2023)MathSciNetCrossRef Zhang, N., Liu, J.K.: A self-adaptive projection method for nonlinear monotone equations with convex constraints. J. Ind. Manag. Optim. 19(11), 8152–8163 (2023)MathSciNetCrossRef
24.
Zurück zum Zitat 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)MathSciNetCrossRef 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)MathSciNetCrossRef
25.
Zurück zum Zitat Ma, G.D., Lin, H., Jin, W.H., Han, D.L.: Two modified conjugate gradient methods for unconstrained optimization with applications in image restoration problems. J. Appl. Math. Comput. 68, 4733–4758 (2022)MathSciNetCrossRef Ma, G.D., Lin, H., Jin, W.H., Han, D.L.: Two modified conjugate gradient methods for unconstrained optimization with applications in image restoration problems. J. Appl. Math. Comput. 68, 4733–4758 (2022)MathSciNetCrossRef
26.
Zurück zum Zitat Abubakar, A.B., Kumam, P., Malik, M., Ibrahim, A.H.: A hybrid conjugate gradient based approach for solving unconstrained optimization and motion control problems. Math. Comput. Simulat. 201, 640–657 (2022)MathSciNetCrossRef Abubakar, A.B., Kumam, P., Malik, M., Ibrahim, A.H.: A hybrid conjugate gradient based approach for solving unconstrained optimization and motion control problems. Math. Comput. Simulat. 201, 640–657 (2022)MathSciNetCrossRef
27.
Zurück zum Zitat Liu, Y.F., Zhu, Z.B., Zhang, B.X.: Two sufficient descent three-term conjugate gradient methods for unconstrained optimization problems with applications in compressive sensing. J. Appl. Math. Comput. 68, 1787–1816 (2022)MathSciNetCrossRef Liu, Y.F., Zhu, Z.B., Zhang, B.X.: Two sufficient descent three-term conjugate gradient methods for unconstrained optimization problems with applications in compressive sensing. J. Appl. Math. Comput. 68, 1787–1816 (2022)MathSciNetCrossRef
28.
Zurück zum Zitat Narushima, Y., Yabe, H., Ford, J.A.: three-term conjugate gradient method with sufficient descent property for unconstrained optimization. SIAM J. Optimiz. 21(1), 212–230 (2011)MathSciNetCrossRef Narushima, Y., Yabe, H., Ford, J.A.: three-term conjugate gradient method with sufficient descent property for unconstrained optimization. SIAM J. Optimiz. 21(1), 212–230 (2011)MathSciNetCrossRef
29.
Zurück zum Zitat Jiang, X.Z., Yang, H.H., Yin, J.H., Liao, W.: A three-term conjugate gradient algorithm with restart procedure to solve image restoration problems. J. Comput. Appl. Math. 424, 115020 (2023)MathSciNetCrossRef Jiang, X.Z., Yang, H.H., Yin, J.H., Liao, W.: A three-term conjugate gradient algorithm with restart procedure to solve image restoration problems. J. Comput. Appl. Math. 424, 115020 (2023)MathSciNetCrossRef
30.
Zurück zum Zitat Zhang, L., Zhou, W.J.: Spectral gradient projection method for solving nonlinear monotone equations. J. Comput. Appl. Math. 196(2), 478–484 (2006)ADSMathSciNetCrossRef Zhang, L., Zhou, W.J.: Spectral gradient projection method for solving nonlinear monotone equations. J. Comput. Appl. Math. 196(2), 478–484 (2006)ADSMathSciNetCrossRef
31.
Zurück zum Zitat Zhou, W.J., Li, D.H.: A globally convergent BFGS method for nonlinear monotone equations without any merit functions. Math. Comput. 77(264), 2231–2240 (2008)ADSMathSciNetCrossRef Zhou, W.J., Li, D.H.: A globally convergent BFGS method for nonlinear monotone equations without any merit functions. Math. Comput. 77(264), 2231–2240 (2008)ADSMathSciNetCrossRef
32.
Zurück zum Zitat Amini, K., Kamandi, A.: A new line search strategy for finding separating hyperplane in projection-based methods. Numer. Algorithms 70(3), 559–570 (2015)MathSciNetCrossRef Amini, K., Kamandi, A.: A new line search strategy for finding separating hyperplane in projection-based methods. Numer. Algorithms 70(3), 559–570 (2015)MathSciNetCrossRef
33.
Zurück zum Zitat Yin, J.H., Jian, J.B., Jiang, X.Z., Liu, M.X., Wang, L.Z.: A hybrid three-term conjugate gradient projection method for constrained nonlinear monotone equations with applications. Numer. Algorithms 88, 389–418 (2021)MathSciNetCrossRef Yin, J.H., Jian, J.B., Jiang, X.Z., Liu, M.X., Wang, L.Z.: A hybrid three-term conjugate gradient projection method for constrained nonlinear monotone equations with applications. Numer. Algorithms 88, 389–418 (2021)MathSciNetCrossRef
34.
Zurück zum Zitat Zarantonello, E.H.: Projections on Convex Sets in Hilbert Space and Spectral Theory. Academic Press, New York (1971) Zarantonello, E.H.: Projections on Convex Sets in Hilbert Space and Spectral Theory. Academic Press, New York (1971)
35.
Zurück zum Zitat Ibrahim, A.H., Kumam, P., Sun, M., Chaipunya, P., Abubakar, A.B.: Projection method with inertial step for nonlinear equations: application to Signal Recovery. J. Ind. Manag. Optim. 19(1), 30–55 (2023)MathSciNetCrossRef Ibrahim, A.H., Kumam, P., Sun, M., Chaipunya, P., Abubakar, A.B.: Projection method with inertial step for nonlinear equations: application to Signal Recovery. J. Ind. Manag. Optim. 19(1), 30–55 (2023)MathSciNetCrossRef
36.
Zurück zum Zitat Ma, G.D., Jin, J.C., Jian, J.B., Yin, J.H., Han, D.L.: A modified inertial three-term conjugate gradient projection method for constrained nonlinear equations with applications in compressed sensing. Numer. Algorithms 92(3), 1621–1653 (2023)MathSciNetCrossRef Ma, G.D., Jin, J.C., Jian, J.B., Yin, J.H., Han, D.L.: A modified inertial three-term conjugate gradient projection method for constrained nonlinear equations with applications in compressed sensing. Numer. Algorithms 92(3), 1621–1653 (2023)MathSciNetCrossRef
37.
Zurück zum Zitat Dolan, E.D., Moré, J.J.: Benchmarking optimization software with performance profiles. Math. Program. 91(2), 201–213 (2002)MathSciNetCrossRef Dolan, E.D., Moré, J.J.: Benchmarking optimization software with performance profiles. Math. Program. 91(2), 201–213 (2002)MathSciNetCrossRef
38.
Zurück zum Zitat Banham, M.R., Katsaggelos, A.K.: Digital image restoration. IEEE Signal. Proc. Mag. 14(2), 24–41 (1997)CrossRef Banham, M.R., Katsaggelos, A.K.: Digital image restoration. IEEE Signal. Proc. Mag. 14(2), 24–41 (1997)CrossRef
39.
Zurück zum Zitat Chan, C.L., Katsaggelos, A.K., Sahakian, A.V.: Image sequence filtering in quantum-limited noise with applications to low-dose fluoroscopy. IEEE T. Med. Imaging 12(3), 610–621 (1993)CrossRef Chan, C.L., Katsaggelos, A.K., Sahakian, A.V.: Image sequence filtering in quantum-limited noise with applications to low-dose fluoroscopy. IEEE T. Med. Imaging 12(3), 610–621 (1993)CrossRef
40.
Zurück zum Zitat Figueiredo, M.A., Nowak, R.D., Wright, S.J.: Gradient projection for sparse reconstruction: application to compressed sensing and other inverse problems. IEEE J-STSP. 1(4), 586–597 (2007) Figueiredo, M.A., Nowak, R.D., Wright, S.J.: Gradient projection for sparse reconstruction: application to compressed sensing and other inverse problems. IEEE J-STSP. 1(4), 586–597 (2007)
41.
Zurück zum Zitat Xiao, Y.H., Wang, Q.Y., Hu, Q.J.: Non-smooth equations based method for \(\ell _{1}\)-norm problems with applications to compressed sensing. Nonlinear. Anal-Theor. 74(11), 3570–3577 (2011)MathSciNetCrossRef Xiao, Y.H., Wang, Q.Y., Hu, Q.J.: Non-smooth equations based method for \(\ell _{1}\)-norm problems with applications to compressed sensing. Nonlinear. Anal-Theor. 74(11), 3570–3577 (2011)MathSciNetCrossRef
Metadaten
Titel
A new hybrid CGPM-based algorithm for constrained nonlinear monotone equations with applications
verfasst von
Guodong Ma
Liqi Liu
Jinbao Jian
Xihong Yan
Publikationsdatum
13.12.2023
Verlag
Springer Berlin Heidelberg
Erschienen in
Journal of Applied Mathematics and Computing / Ausgabe 1/2024
Print ISSN: 1598-5865
Elektronische ISSN: 1865-2085
DOI
https://doi.org/10.1007/s12190-023-01960-x

Weitere Artikel der Ausgabe 1/2024

Journal of Applied Mathematics and Computing 1/2024 Zur Ausgabe

Premium Partner