Self adaptive spectral conjugate gradient method for solving nonlinear monotone equations

Authors

Department of Mathematics, University of Botswana, Private Bag UB00704 Gaborone, Botswana

Abstract

In this paper, we propose a self adaptive spectral conjugate gradient-based projection
method for systems of nonlinear monotone equations. Based on its modest memory
requirement and its efficiency, the method is suitable for solving large-scale equations.
We show that the method satisfies the descent condition FT
k dk ≤ −cFk2, c > 0, and
also prove its global convergence. The method is compared to other existing methods
on a set of benchmark test problems and results show that the method is very efficient
and therefore promising.

Keywords