Combining the projection method of Solodov and Svaiter with the Liu-Storey and Fletcher Reeves conjugate gradient algorithm of Djordjević for unconstrained minimization problems, a hybrid conjugate gradient algorithm is proposed and extended to solve convex constrained nonlinear monotone equations. Under some suitable conditions, the global convergence result of the proposed method is established. Furthermore, the proposed method is applied to solve the ℓ 1 -norm regularized problems to restore sparse signal and image in compressive sensing. Numerical comparisons of the proposed algorithm versus some other conjugate gradient algorithms on a set of benchmark test problems, sparse signal reconstruction and image restoration in compressive sensing show that the proposed scheme is computationally more efficient and robust than the compared schemes.
18 April 2020 in Computational and Applied Mathematics
In this paper, using the concept of inertial extrapolation, we introduce a globally convergent inertial extrapolation method for solving nonlinear equations with convex constraints for which the underlying mapping is monotone and Lipschitz continuous. The method can be viewed as a combination of the efficient three-term derivative-free method of Gao and He [Calcolo. 55(4), 1-17, 2018] with the inertial extrapolation step. Moreover, the algorithm is designed such that at every iteration, the method is free from derivative evaluations. Under standard assumptions, we establish the global convergence results for the proposed method. Numerical implementations illustrate the performance and advantage of this new method. Moreover, we also extend this method to solve the LASSO problems to decode a sparse signal in compressive sensing. Performance comparisons illustrate the effectiveness and competitiveness of our algorithm.