A Diagonal Prp-Type Projection Method For Convex Constrained Nonlinear Monotone Equations

Abstract

Iterative methods for nonlinear monotone equations do not require the differentiability assumption on the residual function. This special prop-erty of the methods makes them suitable for solving large-scale nonsmooth monotone equations. In this work, we present a diagonal Polak-Ribière-Polyak (PRP) conjugate gradient-type method for solving large-scale nonlinear mono- tone equations with convex constraints. The search direction is a combine form of a multivariate (diagonal) spectral method and a modified PRP conjugate gradient method. Proper safeguards are devised to ensure positive definite-ness of the diagonal matrix associated with the search direction. Based on Lipschitz continuity and monotonicity assumptions the method is shown to be globally convergent. Numerical results are presented by means of compara- tive experiments with recently proposed multivariate spectral Dai-Yuan-type (J. Ind. Manag. Optim. 13 (2017) 283-295) and Wei-Yao-Liu-type (Int. J. Comput. Math. 92 (2015) 2261-2272) conjugate gradient methods.