Local convergence analysis of a proximal Gauss-Newton method under a majorant condition
Optimization and Control
2013-04-25 v1
Abstract
In this paper, the proximal Gauss-Newton method for solving penalized nonlinear least squares problems is studied. A local convergence analysis is obtained under the assumption that the derivative of the function associated with the penalized least square problem satisfies a majorant condition. Our analysis provides a clear relationship between the majorant function and the function associated with the penalized least squares problem. The convergence for two important special cases is also derived.
Keywords
Cite
@article{arxiv.1304.6461,
title = {Local convergence analysis of a proximal Gauss-Newton method under a majorant condition},
author = {G. Bouza Allende and M. L. N. Goncalves},
journal= {arXiv preprint arXiv:1304.6461},
year = {2013}
}