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A PRP type method for systems of monotone equations

✍ Scribed by Wanyou Cheng

Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
407 KB
Volume
50
Category
Article
ISSN
0895-7177

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✦ Synopsis

In this paper, we propose an algorithm for solving systems of monotone equations. The method is a combination of the well-known PRP method and the hyperplane projection method. We prove that the proposed method is globally convergent if the equation is monotone and Lipschitz continuous without any differentiability requirement on the equation. Preliminary numerical results show that the proposed method is promising.

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