{"title":"An inertial Dai-Liao conjugate method for convex constrained monotone equations that avoids the direction of maximum magnification","authors":"Jamilu Sabi’u, Sekson Sirisubtawee","doi":"10.1007/s12190-024-02123-2","DOIUrl":null,"url":null,"abstract":"<p>This paper exploits the good features of the Dai-Liao (DL) conjugate gradient (CG) method in connection with the inertial interpolation and the projection technique to propose an efficient algorithm for solving the convex-constrained monotone system by avoiding the direction of maximum magnification (MM). It is well-known that if the gradient lies in the direction of MM by the search direction matrix, the algorithm may result in unnecessary computational errors and may likely not be convergent. Avoiding this direction will accelerate the convergence of the proposed algorithm theoretically and numerically. The proposed DL algorithm avoids the direction of MM and uses the inertial extrapolation and hyperplane projection steps to accelerate its convergence at every given iteration. The theoretical analysis proved that the proposed algorithm is globally convergent under some standard assumptions and has a linear convergence rate. Lastly, the numerical experiment on some test problems demonstrated that the algorithm is time-efficient and has less computational cost.</p>","PeriodicalId":15034,"journal":{"name":"Journal of Applied Mathematics and Computing","volume":"27 1","pages":""},"PeriodicalIF":2.4000,"publicationDate":"2024-05-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Applied Mathematics and Computing","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1007/s12190-024-02123-2","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS","Score":null,"Total":0}
引用次数: 0
Abstract
This paper exploits the good features of the Dai-Liao (DL) conjugate gradient (CG) method in connection with the inertial interpolation and the projection technique to propose an efficient algorithm for solving the convex-constrained monotone system by avoiding the direction of maximum magnification (MM). It is well-known that if the gradient lies in the direction of MM by the search direction matrix, the algorithm may result in unnecessary computational errors and may likely not be convergent. Avoiding this direction will accelerate the convergence of the proposed algorithm theoretically and numerically. The proposed DL algorithm avoids the direction of MM and uses the inertial extrapolation and hyperplane projection steps to accelerate its convergence at every given iteration. The theoretical analysis proved that the proposed algorithm is globally convergent under some standard assumptions and has a linear convergence rate. Lastly, the numerical experiment on some test problems demonstrated that the algorithm is time-efficient and has less computational cost.
本文利用戴辽(DL)共轭梯度(CG)方法的良好特性,结合惯性插值和投影技术,提出了一种避开最大放大(MM)方向求解凸约束单调系统的高效算法。众所周知,如果梯度位于搜索方向矩阵的 MM 方向,算法可能会产生不必要的计算误差,而且很可能无法收敛。避开这一方向将从理论和数值上加速所提算法的收敛。所提出的 DL 算法避开了 MM 的方向,并利用惯性外推和超平面投影步骤来加快每次给定迭代的收敛速度。理论分析证明,在一些标准假设下,所提出的算法是全局收敛的,并且具有线性收敛率。最后,对一些测试问题的数值实验证明,该算法省时高效,计算成本较低。
期刊介绍:
JAMC is a broad based journal covering all branches of computational or applied mathematics with special encouragement to researchers in theoretical computer science and mathematical computing. Major areas, such as numerical analysis, discrete optimization, linear and nonlinear programming, theory of computation, control theory, theory of algorithms, computational logic, applied combinatorics, coding theory, cryptograhics, fuzzy theory with applications, differential equations with applications are all included. A large variety of scientific problems also necessarily involve Algebra, Analysis, Geometry, Probability and Statistics and so on. The journal welcomes research papers in all branches of mathematics which have some bearing on the application to scientific problems, including papers in the areas of Actuarial Science, Mathematical Biology, Mathematical Economics and Finance.