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A family of inertial‐based derivative‐free projection methods with a correction step for constrained nonlinear equations and their applications

Pengjie Liu, Hu Shao, Zihang Yuan, Jian-Hao Zhou

2023Numerical Linear Algebra with Applications20 citationsDOIOpen Access PDF

Abstract

Abstract Numerous attempts have been made to develop efficient methods for solving the system of constrained nonlinear equations due to its widespread use in diverse engineering applications. In this article, we present a family of inertial‐based derivative‐free projection methods with a correction step for solving such system, in which the selection of the derivative‐free search direction is flexible. This family does not require the computation of corresponding Jacobian matrix or approximate matrix at every iteration and possess the following theoretical properties: (i) the inertial‐based corrected direction framework always automatically satisfies the sufficient descent and trust region properties without specific search directions, and is independent of any line search; (ii) the global convergence of the proposed family is proven under a weaker monotonicity condition on the mapping , without the typical monotonicity or pseudo‐monotonicity assumption; (iii) the results about convergence rate of the proposed family are established under slightly stronger assumptions. Furthermore, we propose two effective inertial‐based derivative‐free projection methods, each embedding a specific search direction into the proposed family. We present preliminary numerical experiments on certain test problems to demonstrate the effectiveness and superiority of the proposed methods in comparison with existing ones. Additionally, we utilize these methods for solving sparse signal restorations and image restorations in compressive sensing applications.

Topics & Concepts

Jacobian matrix and determinantMathematicsMonotonic functionLine searchNonlinear systemAlgorithmProjection methodProjection (relational algebra)Inertial frame of referenceEmbeddingConvergence (economics)Mathematical optimizationInertial navigation systemCompressed sensingRate of convergenceDescent directionApplied mathematicsComputer scienceDykstra's projection algorithmGradient descentMathematical analysisOrientation (vector space)Artificial intelligenceGeometryEconomicsComputer networkChannel (broadcasting)Artificial neural networkEconomic growthPhysicsQuantum mechanicsComputer securityRADIUSSparse and Compressive Sensing TechniquesNumerical methods in inverse problemsAdaptive optics and wavefront sensing