PROJECTION METHOD WITH INERTIAL STEP FOR NONLINEAR EQUATIONS: APPLICATION TO SIGNAL RECOVERY

In this paper, using the concept of inertial extrapolation, we introduce a globally convergent inertial extrapolation method for solving nonlinear equations with convex constraints for which the underlying mapping is monotone and Lipschitz continuous. The method can be viewed as a combination of the efficient three-term derivative-free method of Gao and He [Calcolo. 55(4), 1-17, 2018] with the inertial extrapolation step. Moreover, the algorithm is designed such that at every iteration, the method is free from derivative evaluations. Under standard assumptions, we establish the global convergence results for the proposed method. Numerical implementations illustrate the performance and advantage of this new method. Moreover, we also extend this method to solve the LASSO problems to decode a sparse signal in compressive sensing. Performance comparisons illustrate the effectiveness and competitiveness of our algorithm.