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An inertial spectral conjugate gradient projection method for constrained nonlinear pseudo-monotone equations

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Abstract

Consider the nonlinear pseudo-monotone equations over a nonempty closed convex set. A spectral conjugate gradient projection method with the inertial factor is proposed for solving the problem under discussion. Following the projection strategy, we prove that the sequence of spectral parameters is bounded. The search direction generated by the algorithm satisfies the sufficient descent condition and possesses trust region property at each iteration. Under some mild conditions, the global convergence of the proposed method is established without the Lipschitz continuity assumption. Under some standard assumptions, we also establish the linear convergence rate of our method. Preliminary numerical results on constrained nonlinear monotone and pseudo-monotone equations demonstrate the efficiency of the proposed method. Furthermore, to highlight its applicability, we extend our method to deal with logistic regression problems.

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Acknowledgements

The authors wish to thank the two anonymous referees for their very professional comments and quite useful suggestions, which greatly helped us to improve the original version of this paper.

Funding

This work was supported by the National Natural Science Foundation of China (12171106), the Natural Science Foundation of Guangxi Province (2023GXNSFBA026029), the Middle-aged and Young Teachers’ Basic Ability Promotion Project of Guangxi Province (2023KY0168), Research Project of Guangxi Minzu University (2022KJQD03), and the Postgraduate Research & Innovation Program of Inner Mongolia Autonomous Region, China (B20231033Z).

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All authors read and approved the final manuscript. WL is mainly responsible for algorithm design and theoretical analysis; JJ mainly contributes to algorithm design; JY mainly contributes to theoretical analysis and numerical experiments.

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Correspondence to Jinbao Jian.

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Liu, W., Jian, J. & Yin, J. An inertial spectral conjugate gradient projection method for constrained nonlinear pseudo-monotone equations. Numer Algor (2024). https://doi.org/10.1007/s11075-023-01736-1

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