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

Authors :
Wu, Xiaoyu
Shao, Hu
Liu, Pengjie
Zhuo, Yue
Source :
Journal of Optimization Theory & Applications; Sep2023, Vol. 198 Issue 3, p1130-1155, 26p
Publication Year :
2023

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. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00223239
Volume :
198
Issue :
3
Database :
Complementary Index
Journal :
Journal of Optimization Theory & Applications
Publication Type :
Academic Journal
Accession number :
171309237
Full Text :
https://doi.org/10.1007/s10957-023-02265-6