An inertial hybrid DFPM-based algorithm for constrained nonlinear equations with applications

Abstract

The derivative-free projection method (DFPM) is an effective and classic approach for solving the system of nonlinear monotone equations with convex constraints, but the global convergence or convergence rate of the DFPM is typically analyzed under the Lipschitz continuity. This observation motivates us to propose an inertial hybrid DFPM-based algorithm, which incorporates a modified conjugate parameter utilizing a hybridized technique, to weaken the convergence assumption. By integrating an improved inertial extrapolation step and the restart procedure into the search direction, the resulting direction satisfies the sufficient descent and trust region properties, which independent of line search choices. Under weaker conditions, we establish the global convergence and Q-linear convergence rate of the proposed algorithm. To the best of our knowledge, this is the first analysis of the Q-linear convergence rate under the condition that the mapping is locally Lipschitz continuous. Finally, by applying the Bayesian hyperparameter optimization technique, a series of numerical experiment results demonstrate that the new algorithm has advantages in solving nonlinear monotone equation systems with convex constraints and handling compressed sensing problems.