A Subspace Derivative-Free Conjugate Gradient Method for Solving Nonlinear Monotone Equations with Convex Constraints

We propose a novel subspace derivative-free conjugate gradient method for solving large-scale nonlinear monotone equations with convex constraints. At each iteration, the search direction is constructed by minimizing a quadratic model within a subspace spanned by the current negative function value vector and the two most recent search directions. The algorithm incorporates a hyperplane projection technique to generate feasible iterative points. Under reasonable assumptions, we establish the global convergence and R-linear convergence rate of the proposed method. Extensive numerical experiments on benchmark problems demonstrate that the new algorithm significantly outperforms state-of-the-art derivative-free methods in terms of number of iterations, function evaluations, and CPU time. The results confirm the efficiency and robustness of the proposed approach for solving large-scale monotone systems.