Hybrid Hu-Storey type methods for large-scale nonlinear monotone systems and signal recovery

Abstract

We propose two hybrid methods for solving large-scale monotone systems, which are based on derivative-free conjugate gradient approach and hyperplane projection technique. The conjugate gradient approach is efficient for large-scale systems due to low memory, while projection strategy is suitable for monotone equations because it enables simply globalization. The derivative-free function-value-based line search is combined with Hu-Storey type search directions and projection procedure, in order to construct globally convergent methods. Furthermore, the proposed methods are applied into solving a number of large-scale monotone nonlinear systems and reconstruction of sparse signals. Numerical experiments indicate the robustness of the proposed methods.