English

A linearly convergent Gauss-Newton subgradient method for ill-conditioned problems

Optimization and Control 2022-12-29 v1

Abstract

We analyze a preconditioned subgradient method for optimizing composite functions hch \circ c, where hh is a locally Lipschitz function and cc is a smooth nonlinear mapping. We prove that when cc satisfies a constant rank property and hh is semismooth and sharp on the image of cc, the method converges linearly. In contrast to standard subgradient methods, its oracle complexity is invariant under reparameterizations of cc.

Keywords

Cite

@article{arxiv.2212.13278,
  title  = {A linearly convergent Gauss-Newton subgradient method for ill-conditioned problems},
  author = {Damek Davis and Tao Jiang},
  journal= {arXiv preprint arXiv:2212.13278},
  year   = {2022}
}
R2 v1 2026-06-28T07:53:20.398Z