Convergence analysis of a proximal Gauss-Newton method
Optimization and Control
2011-03-03 v1 Systems and Control
Numerical Analysis
Abstract
An extension of the Gauss-Newton algorithm is proposed to find local minimizers of penalized nonlinear least squares problems, under generalized Lipschitz assumptions. Convergence results of local type are obtained, as well as an estimate of the radius of the convergence ball. Some applications for solving constrained nonlinear equations are discussed and the numerical performance of the method is assessed on some significant test problems.
Keywords
Cite
@article{arxiv.1103.0414,
title = {Convergence analysis of a proximal Gauss-Newton method},
author = {Saverio Salzo and Silvia Villa},
journal= {arXiv preprint arXiv:1103.0414},
year = {2011}
}