In this paper, we present a family of conjugate gradient projection methods for solving large-scale nonlinear equations. At each iteration, it needs low storage and the subproblem can be easily solved. Compared with the existing solution methods for solving the problem, its global convergence is established without the restriction of the Lipschitz continuity on the underlying mapping. Preliminary numerical results are reported to show the efficiency of the proposed method.
An extension of subgradient method for solving variational inequality problems is presented. A new iterative process, which relates to the fixed point of a nonexpansive mapping and the current iterative point, is generated. A weak convergence theorem is obtained for three sequences generated by the iterative process under some mild conditions.
23 October 2018 in Journal of Fixed Point Theory and Applications
For the sparse signal reconstruction problem in compressive sensing, we propose a projection-type algorithm without any backtracking line search based on a new formulation of the problem. Under suitable conditions, global convergence and its linear convergence of the designed algorithm are established. The efficiency of the algorithm is illustrated through some numerical experiments on some sparse signal reconstruction problem.
1 January 2020 in Journal of Industrial and Management Optimization
By virtue of the Nesterov's acceleration technique, we establish an accelerated augmented Lagrangian method for solving linearly constrained multi-criteria optimization problem. For this method, we establish its global convergence under suitable condition. Further, we show that its iteration-complexity is O(1/k(2)) which improves the original ALM whose iteration-complexity is O(1/k).