A Novel Hybrid Conjugate Gradient Method for Constrained Nonlinear Monotone Equations

Yunpeng Chen,Junrong Zhang

Published 2025 in 2025 7th International Conference on Frontier Technologies of Information and Computer (ICFTIC)

ABSTRACT

This study proposes a novel hybrid conjugate gradient method, termed the RMILLS method, aimed at resolving constrained nonlinear monotone equations. This method integrates the projection technique of Solodov and Svaiter with a new hybrid conjugate gradient parameter, which is defined as a convex combination of the RMIL (Rivaie et al.) and LS (Liu-Storey) conjugate gradient parameters. The search direction produced from this approach guarantees the adequate descent property. Under standard conditions, we prove the global convergence of the RMILLS-generated sequence. Evaluations on seven typical test instances, with scales reaching 10,000 to 100,000 variables, indicate that RMILLS surpasses HLSFR and HYBRIDSCG in efficiency and reliability, especially for large constrained systems. Additionally, we discuss its applicability in data-driven optimization.

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