A Globally Convergent Matrix-Free Method for Constrained Equations and Its Linear Convergence Rate

A matrix-free method for constrained equations is proposed, which is a combination of the well-known PRP (Polak-Ribière-Polyak) conjugate gradient method and the famous hyperplane projection method. The new method is not only derivative-free, but also completely matrix-free, and consequently, it can...

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Main Authors: Min Sun, Jing Liu
Format: Article
Language:English
Published: Wiley 2014-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2014/386030
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author Min Sun
Jing Liu
author_facet Min Sun
Jing Liu
author_sort Min Sun
collection DOAJ
description A matrix-free method for constrained equations is proposed, which is a combination of the well-known PRP (Polak-Ribière-Polyak) conjugate gradient method and the famous hyperplane projection method. The new method is not only derivative-free, but also completely matrix-free, and consequently, it can be applied to solve large-scale constrained equations. We obtain global convergence of the new method without any differentiability requirement on the constrained equations. Compared with the existing gradient methods for solving such problem, the new method possesses linear convergence rate under standard conditions, and a relax factor γ is attached in the update step to accelerate convergence. Preliminary numerical results show that it is promising in practice.
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institution Kabale University
issn 1085-3375
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language English
publishDate 2014-01-01
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series Abstract and Applied Analysis
spelling doaj-art-269fd1d131244ba7a2f0e881f68e978e2025-02-03T01:12:08ZengWileyAbstract and Applied Analysis1085-33751687-04092014-01-01201410.1155/2014/386030386030A Globally Convergent Matrix-Free Method for Constrained Equations and Its Linear Convergence RateMin Sun0Jing Liu1School of Mathematics and Statistics, Zaozhuang University, Shandong 277160, ChinaSchool of Mathematics and Statistics, Zhejiang University of Finance and Economics, Hangzhou 310018, ChinaA matrix-free method for constrained equations is proposed, which is a combination of the well-known PRP (Polak-Ribière-Polyak) conjugate gradient method and the famous hyperplane projection method. The new method is not only derivative-free, but also completely matrix-free, and consequently, it can be applied to solve large-scale constrained equations. We obtain global convergence of the new method without any differentiability requirement on the constrained equations. Compared with the existing gradient methods for solving such problem, the new method possesses linear convergence rate under standard conditions, and a relax factor γ is attached in the update step to accelerate convergence. Preliminary numerical results show that it is promising in practice.http://dx.doi.org/10.1155/2014/386030
spellingShingle Min Sun
Jing Liu
A Globally Convergent Matrix-Free Method for Constrained Equations and Its Linear Convergence Rate
Abstract and Applied Analysis
title A Globally Convergent Matrix-Free Method for Constrained Equations and Its Linear Convergence Rate
title_full A Globally Convergent Matrix-Free Method for Constrained Equations and Its Linear Convergence Rate
title_fullStr A Globally Convergent Matrix-Free Method for Constrained Equations and Its Linear Convergence Rate
title_full_unstemmed A Globally Convergent Matrix-Free Method for Constrained Equations and Its Linear Convergence Rate
title_short A Globally Convergent Matrix-Free Method for Constrained Equations and Its Linear Convergence Rate
title_sort globally convergent matrix free method for constrained equations and its linear convergence rate
url http://dx.doi.org/10.1155/2014/386030
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AT jingliu agloballyconvergentmatrixfreemethodforconstrainedequationsanditslinearconvergencerate
AT minsun globallyconvergentmatrixfreemethodforconstrainedequationsanditslinearconvergencerate
AT jingliu globallyconvergentmatrixfreemethodforconstrainedequationsanditslinearconvergencerate