Convergence of the Gauss-Newton method for convex composite optimization under a majorant condition
Optimization and Control
2011-07-20 v1
Abstract
Under the hypothesis that an initial point is a quasi-regular point, we use a majorant condition to present a new semi-local convergence analysis of an extension of the Gauss-Newton method for solving convex composite optimization problems. In this analysis the conditions and proof of convergence are simplified by using a simple majorant condition to define regions where a Gauss-Newton sequence is "well behaved".
Keywords
Cite
@article{arxiv.1107.3796,
title = {Convergence of the Gauss-Newton method for convex composite optimization under a majorant condition},
author = {Orizon Perreira Ferreira and Max Leandro Nobre Gonçalves and Paulo Roberto Oliveira},
journal= {arXiv preprint arXiv:1107.3796},
year = {2011}
}