A modified conjugate gradient method for monotone nonlinear equations with convex constraints

Abstract

In this paper, a modified Hestenes-Stiefel (HS) spectral conjugate gradient (CG) method for monotone nonlinear equations with convex constraints is proposed based on projection technique. The method can be viewed as an extension of a modified HS-CG method for unconstrained optimization proposed by Amini et al. (Optimization Methods and Software, pp: 1-13, 2018). A new search direction is obtained by incorporating the idea of spectral gradient parameter and some modification of the conjugate gradient parameter. The proposed method is derivative-free and requires low memory which makes it suitable for large scale monotone nonlinear equations. Global convergence of the method is established under suitable assumptions. Preliminary numerical comparisons with some existing methods are given to show the efficiency of our proposed method. Furthermore, the proposed method is successfully applied to solve sparse signal reconstruction in compressive sensing.