English
Related papers

Related papers: Convergence of the Gauss-Newton method for convex …

200 papers

In this paper, we study the Gauss-Newton method for a special class of systems of nonlinear equation. Under the hypothesis that the derivative of the function under consideration satisfies a majorant condition, semi-local convergence…

Optimization and Control · Mathematics 2012-06-21 Max L. N. Gonçalves , Paulo R. Oliveira

A local convergence analysis of the Gauss-Newton method for solving injective-overdetermined systems of nonlinear equations under a majorant condition is provided. The convergence as well as results on its rate are established without a…

Optimization and Control · Mathematics 2013-03-21 Max Leandro Nobre Goncalves

The Gauss-Newton's method for solving nonlinear least squares problems is studied in this paper. Under the hypothesis that the derivative of the function associated with the least square problem satisfies a majorant condition, a local…

Optimization and Control · Mathematics 2010-03-29 O. P. Ferreira , M. L. N. Goncalves , P. R. Oliveira

In this paper, inexact Gauss-Newton like methods for solving injective-overdetermined systems of equations are studied. We use a majorant condition, defined by a function whose derivative is not necessarily convex, to extend and improve…

Optimization and Control · Mathematics 2014-12-10 M. L. N. Goncalves

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…

Optimization and Control · Mathematics 2013-04-25 G. Bouza Allende , M. L. N. Goncalves

A local convergence analysis of Newton's method for solving nonlinear equations, under a majorant condition, is presented in this paper. Without assuming convexity of the derivative of the majorant function, which relaxes the Lipschitz…

Numerical Analysis · Mathematics 2010-02-25 O. P. Ferreira

In this paper, we present a local convergence analysis of inexact Gauss-Newton like methods for solving nonlinear least squares problems. Under the hypothesis that the derivative of the function associated with the least square problem…

Optimization and Control · Mathematics 2010-08-12 O. P. Ferreira , M. L. N. Goncalves , P. R. Oliveira

This work concerns the local convergence theory of Newton and quasi-Newton methods for convex-composite optimization: minimize f(x):=h(c(x)), where h is an infinite-valued proper convex function and c is C^2-smooth. We focus on the case…

Optimization and Control · Mathematics 2018-06-19 James V. Burke , Abraham Engle

A local convergence rate is established for a Gauss orthogonal collocation method applied to optimal control problems with control constraints. If the Hamiltonian possesses a strong convexity property, then the theory yields convergence for…

Numerical Analysis · Mathematics 2018-09-17 William W. Hager , Jun Liu , Subhashree Mohapatra , Anil V. Rao , Xiang-Sheng Wang

In this paper, we consider a large class of nonlinear equations derived from first-order type methods for solving composite optimization problems. Traditional approaches to establishing superlinear convergence rates of semismooth…

Optimization and Control · Mathematics 2023-07-31 Jiang Hu , Tonghua Tian , Shaohua Pan , Zaiwen Wen

This work presents a novel version of recently developed Gauss-Newton method for solving systems of nonlinear equations, based on upper bound of solution residual and quadratic regularization ideas. We obtained for such method global…

Optimization and Control · Mathematics 2021-05-04 Nikita Yudin , Alexander Gasnikov

We present a local convergence analysis of inexact Newton-like methods for solving nonlinear equations under majorant conditions. This analysis provides an estimate of the convergence radius and a clear relationship between the majorant…

Numerical Analysis · Mathematics 2008-07-25 O. P. Ferreira , M. L. N. Goncalves

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…

Optimization and Control · Mathematics 2011-03-03 Saverio Salzo , Silvia Villa

A local convergence rate is established for an orthogonal collocation method based on Gauss quadrature applied to an unconstrained optimal control problem. If the continuous problem has a sufficiently smooth solution and the Hamiltonian…

Optimization and Control · Mathematics 2016-07-12 William W. Hager , Hongyan Hou , Anil V. Rao

In this paper we study Newton's method for solving the generalized equation $F(x)+T(x)\ni 0$ in Hilbert spaces, where $F$ is a Fr\'echet differentiable function and $T$ is set-valued and maximal monotone. We show that this method is local…

Numerical Analysis · Mathematics 2016-08-02 Gilson N. Silva

We obtain estimates of the multiplicative constants appearing in local convergence results of the Riemannian Gauss-Newton method for least squares problems on manifolds and relate them to the geometric condition number of [P. B\"urgisser…

Numerical Analysis · Mathematics 2022-09-02 Paul Breiding , Nick Vannieuwenhoven

We present a local convergence analysis of the Gauss-Newton-Kurchatov method for solving nonlinear least squares problems with a decomposition of the operator. The method uses the sum of the derivative of the differentiable part of the…

Numerical Analysis · Mathematics 2024-09-23 Ioannis K. Argyros , Stepan Shakhno

Optimization problems with composite functions consist of an objective function which is the sum of a smooth and a (convex) nonsmooth term. This particular structure is exploited by the class of proximal gradient methods and some of their…

Optimization and Control · Mathematics 2022-10-17 Christian Kanzow , Theresa Lechner

In the framework of the majorization technique, an improved condition is proposed for the semilocal convergence of the Newton method under the mild assumption that the derivative of the involved operator F(x) is continuous. Our starting…

Numerical Analysis · Mathematics 2015-03-13 Andrei Dubin

This works aims at understanding further convergence properties of first order local search methods with complex geometries. We focus on the composite optimization model which unifies within a simple formalism many problems of this type. We…

Optimization and Control · Mathematics 2016-10-07 Edouard Pauwels
‹ Prev 1 2 3 10 Next ›