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An Inertial Spectral CG Projection Method Based on the Memoryless BFGS Update

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Abstract

Combining the derivative-free projection with inertial technique, we propose a hybrid inertial spectral conjugate gradient projection method for solving constrained nonlinear monotone equations. The conjugate parameter is a hybrid modification based on the memoryless BFGS update. The spectral parameter is obtained from quasi-Newton equations and double-truncated to ensure the sufficient descent. The search direction with a restart procedure satisfies sufficient descent condition and the trust region property at each iteration, independent of the choice of line search. We also investigate the theoretical properties, such as the global convergence and linear convergence rate, of the inertial projection method under normal assumptions. Numerical performances indicate the superiority of the proposed method in solving large-scale equations and restoring the blurred images contaminated by the Gaussian noise.

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Acknowledgements

This work was supported by the National Natural Science Foundation of China (72071202), the Postgraduate Research & Practice Innovation Program of Jiangsu Province (KYCX23_2651) and the Graduate Innovation Program of China University of Mining and Technology (2023WLJCRCZL139).

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Correspondence to Hu Shao.

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Communicated by Sébastien Le Digabel.

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Wu, X., Shao, H., Liu, P. et al. An Inertial Spectral CG Projection Method Based on the Memoryless BFGS Update. J Optim Theory Appl 198, 1130–1155 (2023). https://doi.org/10.1007/s10957-023-02265-6

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