Abstract
Many studies have been devoted to develop and improve the iterative methods for solving convex constraint nonlinear equations problem (CCP). Based on the projection technique, we introduce a derivative-free method for approximating the solution of CCP. The proposed method is suitable for solving large-scale nonlinear equations due to its lower storage requirements. The directions generated by the proposed method at every iteration are bounded. Under some mild conditions, we establish the global convergence result of the proposed method. Numerical experiments are provided to show the efficiency of the method in solving CCP. Moreover, we tested the capability of the method in solving the monotone nonlinear operator equation equivalent to the \(\ell _1\)-norm regularized minimization problem.
Similar content being viewed by others
References
Abubakar, A.B., Kumam, P., Awwal, A.M.: A descent Dai-Liao projection method for convex constrained nonlinear monotone equations with applications. Thai J. Math. 17(1) (2018)
Abubakar, A.B., Kumam, P., Ibrahim, A.H., Rilwan, J.: Derivative-free HS-DY-type method for solving nonlinear equations and image restoration. Heliyon 6(11), e05400 (2020)
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, 129 (2020)
Abubakar, A.B., Kumam, P., Mohammad, H., Awwal, A.M.: An efficient conjugate gradient method for convex constrained monotone nonlinear equations with applications. Mathematics 7(9), 767 (2019)
Abubakar, A.B., Kumam, P., Mohammad, H., Awwal, A.M.: A Barzilai-Borwein gradient projection method for sparse signal and blurred image restoration. J. Frankl. Inst. 357(11), 7266–7285 (2020)
Abubakar, A.B., Kumam, P., Mohammad, H., Awwal, A.M., Kanokwan, S.: A modified Fletcher-Reeves conjugate gradient method for monotone nonlinear equations with some applications. Mathematics 7(8), 745 (2019)
Abubakar, A.B., Waziri, M.Y.: A matrix-free approach for solving systems of nonlinear equations. J. Mod. Methods Numer. Math. 7(1), 1–9 (2016)
Abubakar, A.B., Ibrahim, A.H., Muhammad, A.B., Tammer, C.: A modified descent Dai-Yuan conjugate gradient method for constraint nonlinear monotone operator equations. Appl. Anal. Optim. 4, 1–24 (2020)
Ahookhosh, M., Amini, K., Bahrami, S.: Two derivative-free projection approaches for systems of large-scale nonlinear monotone equations. Numer. Algorithms 64(1), 21–42 (2013)
Awwal, A.M., Kumam, P., Mohammad, H., Watthayu, W., Abubakar, A.B.: A Perry-type derivative-free algorithm for solving nonlinear system of equations and minimizing \(\ell _1\) regularized problem. Optimization (2020). https://doi.org/10.1080/02331934.2020.1808647
Awwal, A.M., Wang, L., Kumam, P., Mohammad, H.: A two-step spectral gradient projection method for system of nonlinear monotone equations and image deblurring problems. Symmetry 12(6), 874 (2020)
Awwal, A.M., Wang, L., Kumam, P., Mohammad, H., Watthayu, W.: A projection Hestenes–Stiefel method with spectral parameter for nonlinear monotone equations and signal processing. Math. Comput. Appl. 25(2), 27 (2020)
Becker, S.R., Candès, E.J., Grant, M.C.: Templates for convex cone problems with applications to sparse signal recovery. Math. Program. Comput. 3(3), 165 (2011)
Berry, M.W., Browne, M., Langville, A.N., Pauca, V.P., Plemmons, R.J.: Algorithms and applications for approximate nonnegative matrix factorization. Comput. Stat. Data Anal. 52(1), 155–173 (2007)
Bing, Y., Lin, G.: An efficient implementation of Merrill’s method for sparse or partially separable systems of nonlinear equations. SIAM J. Optim. 1(2), 206–221 (1991)
Blumensath, T.: Compressed sensing with nonlinear observations and related nonlinear optimization problems. IEEE Trans. Inf. Theory 59(6), 3466–3474 (2013)
Candes, E.J., Li, X., Soltanolkotabi, M.: Phase retrieval via Wirtinger flow: theory and algorithms. IEEE Trans. Inf. Theory 61(4), 1985–2007 (2015)
Chorowski, J., Zurada, J.M.: Learning understandable neural networks with nonnegative weight constraints. IEEE Trans. Neural Netw. Learn. Syst. 26(1), 62–69 (2014)
Dai, Z., Dong, X., Kang, J., Hong, L.: Forecasting stock market returns: new technical indicators and two-step economic constraint method. N. Am. J. Econ. Finance 53, 101216 (2020)
Danmalan, K.U., Mohammad, H., Abubakar, A.B., Awwal, A.M.: Hybrid algorithm for system of nonlinear monotone equations based on the convex combination of Fletcher-Reeves and a new conjugate residual parameters. Thai J. Math. 4(18), 2093–2106 (2021)
Dennis, J.E., Moré, J.J.: A characterization of superlinear convergence and its application to quasi-Newton methods. Math. Comput. 28(126), 549–560 (1974)
Dennis, J.E., Jr., Moré, J.J.: Quasi-newton methods, motivation and theory. SIAM Rev. 19(1), 46–89 (1977)
Dirkse, S.P., Ferris, M.C.: Mcplib: a collection of nonlinear mixed complementarity problems. Optim. Methods Softw. 5(4), 319–345 (1995)
Févotte, C., Idier, J.: Algorithms for nonnegative matrix factorization with the β-divergence. Neural. comput. 23(9), 2421–2456 (2011)
Gao, P., He, C., Liu, Y.: An adaptive family of projection methods for constrained monotone nonlinear equations with applications. Appl. Math. Comput. 359, 1–16 (2019)
Hager, W., Zhang, H.: A new conjugate gradient method with guaranteed descent and an efficient line search. SIAM J. Optim. 16(1), 170–192 (2005)
Hager, W., Zhang, H.: A survey of nonlinear conjugate gradient methods. Pac. J. Optim. 2(1), 35–58 (2006)
Ibrahim, A.H., Kumam, P., Abubakar, A.B., Jirakitpuwapat, W., Abubakar, J.: A hybrid conjugate gradient algorithm for constrained monotone equations with application in compressive sensing. Heliyon 6(3), e03466 (2020)
Ibrahim, A.H., Kumam, P., Abubakar, A.B., Yusuf, U.B., Yimer, S.E., Aremu, K.O.: An efficient gradient-free projection algorithm for constrained nonlinear equations and image restoration. AIMS Math. 6(1), 235 (2020)
Ibrahim, A.H., Kumam, P., Kumam, W.: A family of derivative-free conjugate gradient methods for constrained nonlinear equations and image restoration. IEEE Access 8, 162714–162729 (2020)
Koorapetse, M., Kaelo, P.: A new three-term conjugate gradient-based projection method for solving large-scale nonlinear monotone equations. Math. Model. Anal. 24(4), 550–563 (2019)
La Cruz, W., Martínez, J., Raydan, M.: Spectral residual method without gradient information for solving large-scale nonlinear systems of equations. Math. Comput. 75(255), 1429–1448 (2006)
Li, D., Fukushima, M.: A globally and superlinearly convergent gauss–Newton-based BFGS method for symmetric nonlinear equations. SIAM J. Numer. Anal. 37(1), 152–172 (1999)
Li, Q., Li, D.: A class of derivative-free methods for large-scale nonlinear monotone equations. IMA J. Numer. Anal. 31(4), 1625–1635 (2011)
Liu, J.K., Li, S.J.: A projection method for convex constrained monotone nonlinear equations with applications. Comput. Math. Appl. 70(10), 2442–2453 (2015)
Lukšan, L., Vlcek, J.: Test problems for unconstrained optimization. Academy of Sciences of the Czech Republic, Institute of Computer Science, Technical Report, pp. 897 (2003)
Meintjes, K., Morgan, A.P.: A methodology for solving chemical equilibrium systems. Appl. Math. Comput. 22(4), 333–361 (1987)
Mohammad, H.: A diagonal PRP-type projection method for convex constrained nonlinear monotone equations. J. Ind. Manag. Optim. 17(1), 101–116 (2021)
Mohammad, H., Abubakar, A.B.: A positive spectral gradient-like method for large-scale nonlinear monotone equations. Bull. Comput. Appl. Math. 5(1), 99–115 (2017)
Mohammad, H., Abubakar, A.B.: A descent derivative-free algorithm for nonlinear monotone equations with convex constraints. RAIRO-Oper. Res. 54(2), 489–505 (2020)
Mohammad, H., Waziri, M.Y.: On Broyden-like update via some quadratures for solving nonlinear systems of equations. Turk. J. Math. 39(3), 335–345 (2015)
Moré, J.J., Garbow, B.S., Hillstrom, K.E.: Testing unconstrained optimization software. ACM Trans. Math. Softw. (TOMS) 7(1), 17–41 (1981)
Moré, J.J., Wild, S.M.: Benchmarking derivative-free optimization algorithms. SIAM J. Optim. 20(1), 172–191 (2009)
Narushima, Y., Yabe, H.: A survey of sufficient descent conjugate gradient methods for unconstrained optimization. SUT J. Math. 50(2), 167–203 (2014)
Narushima, Y., Yabe, H., Ford, J.A.: A three-term conjugate gradient method with sufficient descent property for unconstrained optimization. SIAM J. Optim. 21(1), 212–230 (2011)
Ou, Y., Li, J.: A new derivative-free SCG-type projection method for nonlinear monotone equations with convex constraints. J. Appl. Math. Comput. 56(1–2), 195–216 (2018)
Polak, E., Ribiere, G.: Note sur la convergence de méthodes de directions conjuguées. Revue Française d’informatique et de Recherche opéRationnelle. Série Rouge 3(16), 35–43 (1969)
Polyak, B.T.: The conjugate gradient method in extremal problems. USSR Comput. Math. Math. Phys. 9(4), 94–112 (1969)
Qi, L., Sun, J.: A nonsmooth version of newton’s method. Math. Program. 58(1–3), 353–367 (1993)
Sun, M., Liu, J.: Three modified Polak–Ribiere–Polyak conjugate gradient methods with sufficient descent property. J. Inequal. Appl. 2015(1), 125 (2015)
Wang, Z., Bovik, A.C., Sheikh, H.R., Simoncelli, E.P.: Image quality assessment: from error visibility to structural similarity. IEEE Trans. Image Proces. 13(4), 600–612 (2004)
Wood, A.J., Wollenberg, B.F., Sheblé, G.B.: Power Generation, Operation, and Control. Wiley, New York (2013)
Wright, S.J., Nowak, R.D., Figueiredo, M.A.T.: Sparse reconstruction by separable approximation. IEEE Trans. Signal Process. 57(7), 2479–2493 (2009)
Xiao, Y., Wang, Q., Hu, Q.: Non-smooth equations based method for \(\ell _1\)-norm problems with applications to compressed sensing. Nonlinear Anal. Theory Methods Appl. 74(11), 3570–3577 (2011)
Yamashita, N., Fukushima, M.: On the rate of convergence of the Levenberg–Marquardt method. In: Alefeld, G., Chen, X. (eds.) Topics in Numerical Analysis, Computing Supplementa, vol. 15. Springer, Vienna (2001). https://doi.org/10.1007/978-3-7091-6217-0_18
Yu, Z., Lin, J., Sun, J., Xiao, Y., Liu, L., Li, Z.: Spectral gradient projection method for monotone nonlinear equations with convex constraints. Appl. Numer. Math. 59(10), 2416–2423 (2009)
Yuan, G., Zhang, M.: A three-term Polak–Ribière–Poylak conjugate gradient algorithm for large-scale nonlinear equations. J. Comput. Appl. Math. 286, 186–195 (2015)
Zhang, H., Zhou, Y., Liang, Y., Chi, Y.: A nonconvex approach for phase retrieval: reshaped wirtinger flow and incremental algorithms. J. Mach. Learn. Res. 18(1), 5164–5198 (2017)
Zhang, L., Zhou, W., Li, D.: Global convergence of a modified Fletcher–Reeves conjugate gradient method with Armijo-type line search. Numer. Math. 104(4), 561–572 (2006)
Zhang, L., Zhou, W., Li, D.H.: Some descent three-term conjugate gradient methods and their global convergence. Optim. Methods Softw. 22(4), 697–711 (2007)
Zhang, L., Zhou, W., Li, D.H.: A descent modified Polak–Ribière–Polyak conjugate gradient method and its global convergence. IMA J. Numer. Anal. 26(4), 629–640 (2006)
Zheng, Y., Zheng, B.: Two new Dai-Liao-type conjugate gradient methods for unconstrained optimization problems. J. Optim. Theory Appl. 175(2), 502–509 (2017)
Zhou, G., Toh, K.C.: Superlinear convergence of a Newton-type algorithm for monotone equations. J. Optim. Theory Appl. 125(1), 205–221 (2005)
Zhou, W., Li, D.H.: Limited memory BFGS method for nonlinear monotone equations. J. Comput. Math. 25(1), 89–96 (2007)
Zhou, W., Wang, F.: A PRP-based residual method for large-scale monotone nonlinear equations. Appl. Math. Comput. 261, 1–7 (2015)
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)
Acknowledgements
The authors acknowledge the financial support provided by the Center of Excellence in Theoretical and Computational Science (TaCS-CoE), KMUTT. Also, the (first) author, (Dr. Auwal Bala Abubakar) would like to thank the Postdoctoral Fellowship from King Mongkut’s University of Technology Thonburi (KMUTT), Thailand. Moreover, this research project is supported by Thailand Science Research and Innovation (TSRI) Basic Research Fund: Fiscal year 2021 under project number 64A306000005. The first author acknowledge with thanks, the Department of Mathematics and Applied Mathematics at the Sefako Makgatho Health Sciences University.
Author information
Authors and Affiliations
Corresponding author
Additional information
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
About this article
Cite this article
Abubakar, A.B., Kumam, P., Mohammad, H. et al. PRP-like algorithm for monotone operator equations. Japan J. Indust. Appl. Math. 38, 805–822 (2021). https://doi.org/10.1007/s13160-021-00462-2
Received:
Revised:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s13160-021-00462-2