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The goal of this paper is to study approaches to bridge the gap between first-order and second-order type methods for composite convex programs. Our key observations are: i) Many well-known operator splitting methods, such as…

Optimization and Control · Mathematics 2016-09-27 Xiantao Xiao , Yongfeng Li , Zaiwen Wen , Liwei Zhang

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

We propose a communication- and computation-efficient distributed optimization algorithm using second-order information for solving ERM problems with a nonsmooth regularization term. Current second-order and quasi-Newton methods for this…

Optimization and Control · Mathematics 2018-05-29 Ching-pei Lee , Cong Han Lim , Stephen J. Wright

A new continuous regularized Gauss-Newton-type method with simultaneous updates of the operator $(F^{\pr*}(x(t))F'(x(t))+\ep(t) I)^{-1}$ for solving nonlinear ill-posed equations in a Hilbert space is proposed. A convergence theorem is…

Mathematical Physics · Physics 2007-05-23 Alexander G. Ramm , Alexandra B. Smirnova

Electrical impedance tomography aims at reconstructing the interior electrical conductivity from surface measurements of currents and voltages. As the current-voltage pairs depend nonlinearly on the conductivity, impedance tomography leads…

Numerical Analysis · Mathematics 2017-05-31 Nuutti Hyvönen , Lauri Mustonen

For solving large-scale non-convex problems, we propose inexact variants of trust region and adaptive cubic regularization methods, which, to increase efficiency, incorporate various approximations. In particular, in addition to approximate…

Optimization and Control · Mathematics 2018-02-21 Zhewei Yao , Peng Xu , Farbod Roosta-Khorasani , Michael W. Mahoney

In this paper, we propose new methods to efficiently solve convex optimization problems encountered in sparse estimation, which include a new quasi-Newton method that avoids computing the Hessian matrix and improves efficiency, and we prove…

Optimization and Control · Mathematics 2023-09-06 Ryosuke Shimmura , Joe Suzuki

The reconstruction of relative permittivity and conductivity in microwave tomography is carried out using regularized Gauss-Newton and Conjugate-Gradient iterative schemes. These two approaches are numerically tested and compared in terms…

Computational Physics · Physics 2019-10-25 Slimane Arhab

In this paper we propose an extension of the iteratively regularized Gauss--Newton method to the Banach space setting by defining the iterates via convex optimization problems. We consider some a posteriori stopping rules to terminate the…

Numerical Analysis · Mathematics 2013-06-11 Qinian Jin , Min Zhong

We study Newton type methods for inverse problems described by nonlinear operator equations $F(u)=g$ in Banach spaces where the Newton equations $F'(u_n;u_{n+1}-u_n) = g-F(u_n)$ are regularized variationally using a general data misfit…

Numerical Analysis · Mathematics 2015-04-01 Thorsten Hohage , Frank Werner

In this paper we consider the iteratively regularized Gauss-Newton method, where regularization is achieved by Ivanov regularization, i.e., by imposing a priori constraints on the solution. We propose an a posteriori choice of the…

Numerical Analysis · Mathematics 2019-10-07 Barbara Kaltenbacher , Andrej Klassen , Mario Luiz Previatti de Souza

This paper proposes two proximal Newton-CG methods for convex nonsmooth optimization problems in composite form. The algorithms are based on a a reformulation of the original nonsmooth problem as the unconstrained minimization of a…

Optimization and Control · Mathematics 2014-03-03 Panagiotis Patrinos , Lorenzo Stella , Alberto Bemporad

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

Electrical Impedance Tomography (EIT) is a powerful imaging technique with diverse applications, e.g., medical diagnosis, industrial monitoring, and environmental studies. The EIT inverse problem is about inferring the internal conductivity…

Machine Learning · Computer Science 2023-10-31 Derick Nganyu Tanyu , Jianfeng Ning , Andreas Hauptmann , Bangti Jin , Peter Maass

Non-linear least squares solvers are used across a broad range of offline and real-time model fitting problems. Most improvements of the basic Gauss-Newton algorithm tackle convergence guarantees or leverage the sparsity of the underlying…

Computer Vision and Pattern Recognition · Computer Science 2020-10-22 Huu Le , Christopher Zach , Edward Rosten , Oliver J. Woodford

We introduce a new framework for analyzing (Quasi-}Newton type methods applied to non-smooth optimization problems. The source of randomness comes from the evaluation of the (approximation) of the Hessian. We derive, using a variant of…

Optimization and Control · Mathematics 2025-03-05 Titus Pinta

The Total Least Squares solution of an overdetermined, approximate linear equation $Ax \approx b$ minimizes a nonlinear function which characterizes the backward error. We show that a globally convergent variant of the Gauss--Newton…

Numerical Analysis · Mathematics 2019-11-01 Dario Fasino , Antonio Fazzi

In this paper, we propose a new method that combines the inexact Newton method with a procedure to obtain a feasible inexact projection for solving constrained smooth and nonsmooth equations. The local convergence theorems are established…

Optimization and Control · Mathematics 2019-03-19 Fabiana R. de Oliveira , Orizon P. Ferreira

This paper proposes and develops new Newton-type methods to solve structured nonconvex and nonsmooth optimization problems with justifying their fast local and global convergence by means of advanced tools of variational analysis and…

Optimization and Control · Mathematics 2026-03-03 Pham Duy Khanh , Boris S. Mordukhovich , Vo Thanh Phat

A continuous analog of Gauss-Newton method for solving nonlinear ill-posed problems is proposed. Its converegence is proved. A numerical example is presented to demonstrate efficiency of the propsed method.

Mathematical Physics · Physics 2007-05-23 R. Airapetyan , A. G. Ramm , A. Smirnova