A Modified Spectral PRP Conjugate Gradient Projection Method for Solving Large-Scale Monotone Equations and Its Application in Compressed Sensing

Abstract EN

In this paper, we develop an algorithm to solve nonlinear system of monotone equations, which is a combination of a modified spectral PRP (Polak-Ribière-Polyak) conjugate gradient method and a projection method.

The search direction in this algorithm is proved to be sufficiently descent for any line search rule.

A line search strategy in the literature is modified such that a better step length is more easily obtained without the difficulty of choosing an appropriate weight in the original one.

Global convergence of the algorithm is proved under mild assumptions.

Numerical tests and preliminary application in recovering sparse signals indicate that the developed algorithm outperforms the state-of-the-art similar algorithms available in the literature, especially for solving large-scale problems and singular ones.