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.
Similar content being viewed by others
Availability of supporting data
The datasets used or analyzed in the study are available from the author upon reasonable request.
References
Facchinei, F., Pang, J.S.: Finite-dimensional variational inequalities and complementarity problems. vol-1. Springer, Berlin (2003)
Dirkse, S.P., Ferris, M.C.: MCPLIB: a collection of nonlinear mixed complementarity problems. Optim. Methods Softw. 5(4), 319–345 (1995)
Halilu, A.S., Majumder, A., Waziri, M.Y., Ahmed. K.: Signal recovery with convex constrained nonlinear monotone equations through conjugate gradient hybrid approach. Math. Comput. Simulation. 187, 520–539 (2021)
Wood, A.J., Wollenberg, B.F.: Power generation, operation, and control. Wiley, New York (1996)
Chorowski, J., Zurada, J.M.: Learning understandable neural networks with nonnegative weight constraints. IEEE Trans. Neural Netw. Learn. Syst. 26(1), 62–69 (2014)
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)
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. Algo. 92(3), 1621–1653 (2022)
Liu, P.J., Shao, H., Yuan, Z.H., Wu, X.Y., Zheng, T.L.: A family of three-term conjugate gradient projection methods with a restart procedure and their relaxed-inertial extensions for the constrained nonlinear pseudo-monotone equations with applications. Numer. Algo. (2023). https://doi.org/10.1007/s11075-023-01527-8
Gao, P.T., He, C.J.: An efficient three-term conjugate gradient method for nonlinear monotone equations with convex constraints. Calcolo 55(4), 53 (2018)
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. Algo. 88(1), 389–418 (2021)
Liu, P.J., Wu, X.Y., Shao, H., Zhang, Y., Cao, S.H.: Three adaptive hybrid derivative-free projection methods for constrained monotone nonlinear equations and their applications. Numer. Linear Algebra Appl. 30(2), e2471 (2023)
Abubakar, A.B., Kumam, P., Mohammad, H.: A note on the spectral gradient projection method for nonlinear monotone equations with applications. Comput. Appl. Math. 39(2), 1–35 (2020)
Yin, J.H., Jian, J.B., Jiang, X.Z.: A spectral gradient projection algorithm for convex constrained nonsmooth equations based on an adaptive line search. Math. Numer. Sin. (Chinese) 42(4), 457–471 (2020)
Yu, Z.S., Lin, J., Sun, J., Xiao, Y.H., Liu, L.Y., Li, Z.H.: Spectral gradient projection method for monotone nonlinear equations with convex constraints. Appl. Numer. Math. 59(10), 2416–2423 (2009)
Zhang, L., Zhou, W.: Spectral gradient projection method for solving nonlinear monotone equations. J. Comput. Appl. Math. 196(2), 478–484 (2006)
Amini, K., Faramarzi, P., Bahrami, S.: A spectral conjugate gradient projection algorithm to solve the large-scale system of monotone nonlinear equations with application to compressed sensing. Int. J. Comput. Math. 99(11), 2290–2307 (2022)
Aji, S., Kumam, P., Awwal, A.M., Yahaya, M.M., Kumam, W.: Two hybrid spectral methods with inertial effect for solving system of nonlinear monotone equations with application in robotics. IEEE Access 9, 30918–30928 (2021)
Birgin, E.G., Martínez, J.M.: A spectral conjugate gradient method for unconstrained optimization. Appl. Math. Optim. 43(2), 117–128 (2001)
Solodov, M.V., Svaiter, B.F.: A globally convergent inexact Newton method for systems of monotone equations. In: Fukushima, M., Qi, L. (eds.) Reformulation: Nonsmooth, Piecewise Smooth, Semismooth and Smoothing Methods, Kluwer Academic Publishers, 22, 355–369 (1998)
Liu, J.K., Li, S.J.: Spectral DY-type projection methods for nonlinear monotone system of equations. J. Comput. Math. 33, 341–355 (2015)
Liu, J.K., Feng, Y.N.: A derivative-free iterative method for nonlinear monotone equations with convex constraints. Numer. Algo. 82(1), 245–262 (2019)
Dai, Z.F., Chen, X.H., Wen, F.H.: A modified Perry’s conjugate gradient method-based derivative-free method for solving large-scale nonlinear monotone equations. Appl. Math. Comput. 270, 378–386 (2015)
Awwal, A.M., Kumam, P., Abubakar, A.B.: Spectral modified Polak-Ribiére-Polyak projection conjugate gradient method for solving monotone systems of nonlinear equations. Appl. Math. Comput. 362, 124514 (2019)
Koorapetse, M., Kaelo, P., Lekoko, S., Diphofu, T.: A derivative-free RMIL conjugate gradient projection method for convex constrained nonlinear monotone equations with applications in compressive sensing. Appl. Numer. Math. 165, 431–441 (2021)
Alvarez, F.: On the minimizing property of a second order dissipative system in Hilbert spaces. SIAM J. Control Optim. 38(4), 1102–1102 (2000)
Gao, X., Cai, X.J., Wang, X.Y.: Self-adaptive inertial projection and contraction algorithm for monotone variational inequality. Asia-Pac. J. Oper. Res. 39(2) (2022)
Andrade, J.S., Lopes, J.D.O., Souza, J.C.D.O.: An inertial proximal point method for difference of maximal monotone vector fields in Hadamard manifolds. J. Global Optim. 85(4), 941–968 (2023)
Chen, C.H., Chan, R.H., Ma, S.Q., Yang, J.F.: Inertial proximal ADMM for linearly constrained separable convex optimization. SIAM J. Imaging Sci. 8(4), 2239–2267 (2015)
Ibrahim, A.H., Kumam, P., Abubakar, A.B., Adamu, A.: Accelerated derivative-free method for nonlinear monotone equations with an application. Numer. Linear Algebra Appl. 29(3), e2424 (2022)
Jian, J.B., Yin, J.H., Tang, C.M., Han, D.L.: A family of inertial derivative-free projection methods for constrained nonlinear pseudo-monotone equations with applications. Comput. Appl. Math. 41(7), 1–21 (2022)
Yin, J.H., Jian, J.B., Jiang, X.Z., Wu, X.D.: A family of inertial-relaxed DFPM-based algorithms for solving large-scale monotone nonlinear equations with application to sparse signal restoration. J. Comput. Appl. Math. 419, 114674–114674 (2023)
Zhang, N., Liu, J.K., Zhang, L.Q., Liu, Z.L.: A fast inertial self-adaptive projection based algorithm for solving large-scale nonlinear monotone equations. J. Comput. Appl. Math. 426, 115087–115087 (2023)
Ibrahimab, A.H., Kumamacd, P., Rapajiće, S., Pappfg, Z., Abubakarbh, A.B.: Approximation methods with inertial term for large-scale nonlinear monotone equations. Appl. Numer. Math. 181, 417–435 (2022)
Abubakar, A.B., Kumam, P., Ibrahim, A.H.: Inertial derivative-free projection method for nonlinear monotone operator equations with convex constraints. IEEE Access 9, 92157–92167 (2021)
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 (2022)
Liu, P.J., Shao, H., Yuan, Z.H., Zhou, J.H.: A family of inertial-based derivative-free projection methods with a correction step for constrained nonlinear equations and their applications. Numer. Linear Algebra Appl. (2023). https://doi.org/10.1002/nla.2533
Noinakorn, S., Ibrahim, A.H., Abubakar, A.B., Pakkaranang, N.: A three-term inertial derivative-free projection method for convex constrained monotone equations. Nonlinear Funct. Anal. Appl. 26(4), 839–853 (2021)
Ibrahim, A.H., Kumam, P., Abubakar, A.B., Abubakar, J.: A method with inertial extrapolation step for convex constrained monotone equations. J. Inequal. Appl. 2021(1), 1–25 (2021)
Aji, S., Kumam, P., Awwal, A.M., Yahaya, M.M., Bakoji, A.M.: A new inertial-based method for solving pseudomonotone operator equations with application. Comput. Appl, Math (2023)
Li, Q., Li, D.H.: A class of derivative-free methods for large-scale nonlinear monotone equations. IMA J. Numer. Anal. 31, 1625–1635 (2011)
Jin, X.B., Zhang, X.Y., Huang, K., Geng, G.G.: Stochastic conjugate gradient algorithm with variance reduction. IEEE Trans. Neural Netw. Learn. Syst. 30(5), 1360–1369 (2018)
Aji, S., Kumam, P., Awwal, A.M., Yahaya, M.M., Sitthithakerngkiet, K.: An efficient DY-type spectral conjugate gradient method for system of nonlinear monotone equations with application in signal recovery. AIMS Math. 6(8), 8078–8106 (2021)
Yu, G.H., Niu, S.Z., Ma, J.H.: Multivariate spectral gradient projection method for nonlinear monotone equations with convex constraints. J. Ind. Manag. Optim. 9(1), 117–129 (2013)
Zhou, W.J., Li, D.H.: Limited memory BFGS method for nonlinear monotone equations. J. Comput. Math. 25(1), 89–96 (2007)
Dolan, E.D., Moré, J.J.: Benchmarking optimization software with performance profiles. Math. Program. 91(2), 201–213 (2002)
Papp, Z., Rapají, S.: FR type methods for systems of large-scale nonlinear monotone equations. Appl. Math. Comput. 269, 816–823 (2015)
Shehu, Y., Dong, Q.L., Jiang, D.: Single projection method for pseudo-monotone variational inequality in Hilbert spaces. Optimization 68(1), 385–409 (2019)
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).
Author information
Authors and Affiliations
Contributions
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.
Corresponding author
Ethics declarations
Ethical Approval
Not applicable
Conflict of interest
The authors declare no competing interests.
Additional information
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
Rights and permissions
Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.
About this article
Cite this article
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
Received:
Accepted:
Published:
DOI: https://doi.org/10.1007/s11075-023-01736-1