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相关论文: Convergence analysis of a proximal Gauss-Newton me…

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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…

最优化与控制 · 数学 2013-04-25 G. Bouza Allende , M. L. N. 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…

最优化与控制 · 数学 2010-03-29 O. P. Ferreira , M. L. N. Goncalves , P. R. Oliveira

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…

最优化与控制 · 数学 2010-08-12 O. P. Ferreira , M. L. N. Goncalves , P. R. Oliveira

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…

数值分析 · 数学 2024-09-23 Ioannis K. Argyros , Stepan Shakhno

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…

最优化与控制 · 数学 2013-03-21 Max Leandro Nobre Goncalves

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…

数值分析 · 数学 2022-09-02 Paul Breiding , Nick Vannieuwenhoven

The paper proposes and justifies a new algorithm of the proximal Newton type to solve a broad class of nonsmooth composite convex optimization problems without strong convexity assumptions. Based on advanced notions and techniques of…

最优化与控制 · 数学 2022-03-02 Boris S. Mordukhovich , Xiaoming Yuan , Shangzhi Zeng , Jin Zhang

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…

数值分析 · 数学 2019-11-01 Dario Fasino , Antonio Fazzi

When a physical system is modeled by a nonlinear function, the unknown parameters can be estimated by fitting experimental observations by a least-squares approach. Newton's method and its variants are often used to solve problems of this…

数值分析 · 数学 2021-09-20 Federica Pes , Giuseppe Rodriguez

A new result in convex analysis on the calculation of proximity operators in certain scaled norms is derived. We describe efficient implementations of the proximity calculation for a useful class of functions; the implementations exploit…

最优化与控制 · 数学 2013-03-04 Stephen Becker , M. Jalal Fadili

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…

计算机视觉与模式识别 · 计算机科学 2020-10-22 Huu Le , Christopher Zach , Edward Rosten , Oliver J. Woodford

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.

数学物理 · 物理学 2007-05-23 R. Airapetyan , A. G. Ramm , A. Smirnova

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…

数值分析 · 数学 2010-02-25 O. P. Ferreira

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…

最优化与控制 · 数学 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…

数值分析 · 数学 2008-07-25 O. P. Ferreira , M. L. N. Goncalves

We develop and analyze stochastic inexact Gauss-Newton methods for nonlinear least-squares problems and for nonlinear systems ofequations. Random models are formed using suitable sampling strategies for the matrices involved in the…

最优化与控制 · 数学 2024-12-10 Stefania Bellavia , Greta Malaspina , Benedetta Morini

An inexact Newton type method for numerical minimization of convex piecewise quadratic functions is considered and its convergence is analyzed. Earlier, a similar method was successfully applied to optimizaton problems arising in numerical…

最优化与控制 · 数学 2019-01-11 Alexander I. Golikov , Igor E. Kaporin

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…

最优化与控制 · 数学 2012-06-21 Max L. N. Gonçalves , Paulo R. Oliveira

In this paper, we propose an inexact proximal Newton-type method for nonconvex composite problems. We establish the global convergence rate of the order $\mathcal{O}(k^{-1/2})$ in terms of the minimal norm of the KKT residual mapping and…

最优化与控制 · 数学 2024-12-26 Hong Zhu

The proximal gradient algorithm for minimizing the sum of a smooth and a nonsmooth convex function often converges linearly even without strong convexity. One common reason is that a multiple of the step length at each iteration may…

最优化与控制 · 数学 2016-06-29 Dmitriy Drusvyatskiy , Adrian S. Lewis
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