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 , where is a locally Lipschitz function and is a smooth nonlinear mapping. We prove that when satisfies a constant rank property and is semismooth and sharp on the image of , the method converges linearly. In contrast to standard subgradient methods, its oracle complexity is invariant under reparameterizations of .
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}
}