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In this paper, we investigate the convergence performance of a cooperative diffusion Gauss-Newton (GN) method, which is widely used to solve the nonlinear least squares problems (NLLS) due to the low computation cost compared with Newton's…

最优化与控制 · 数学 2019-03-06 Mou Wu , Naixue Xiong , Liansheng Tan

In this paper we consider the iteratively regularized Gauss-Newton method for solving nonlinear ill-posed inverse problems. Under merely Lipschitz condition, we prove that this method together with an a posteriori stopping rule defines an…

数值分析 · 数学 2009-11-13 Qinian Jin

In this paper, we consider a modified projected Gauss-Newton method for solving constrained nonlinear least-squares problems. We assume that the functional constraints are smooth and the the other constraints are represented by a simple…

最优化与控制 · 数学 2025-04-02 Yassine Nabou , Lucian Toma , Ion Necoara

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.…

We consider a class of constrained optimization problems with a possibly nonconvex non-Lipschitz objective and a convex feasible set being the intersection of a polyhedron and a possibly degenerate ellipsoid. Such problems have a wide range…

最优化与控制 · 数学 2016-04-08 Xiaojun Chen , Zhaosong Lu , Ting Kei Pong

In this paper we generalize the technique of deflation to define two new methods to systematically find many local minima of a nonlinear least squares problem. The methods are based on the Gauss-Newton algorithm, and as such do not require…

数值分析 · 数学 2025-06-13 Alban Bloor Riley , Marcus Webb , Michael L Baker

This paper proposes a nonmonotone proximal quasi-Newton algorithm for unconstrained convex multiobjective composite optimization problems. To design the search direction, we minimize the max-scalarization of the variations of the Hessian…

最优化与控制 · 数学 2023-10-04 Xiaoxue Jiang

Variable projection methods prove highly efficient in solving separable nonlinear least squares problems by transforming them into a reduced nonlinear least squares problem, typically solvable via the Gauss-Newton method. When solving…

数值分析 · 数学 2024-02-14 Malena I. Español , Gabriela Jeronimo

In [19], a general, inexact, efficient proximal quasi-Newton algorithm for composite optimization problems has been proposed and a sublinear global convergence rate has been established. In this paper, we analyze the convergence properties…

数值分析 · 计算机科学 2017-10-18 Hiva Ghanbari , Katya Scheinberg

We generalize Newton-type methods for minimizing smooth functions to handle a sum of two convex functions: a smooth function and a nonsmooth function with a simple proximal mapping. We show that the resulting proximal Newton-type methods…

机器学习 · 统计学 2014-03-19 Jason D. Lee , Yuekai Sun , Michael A. Saunders

This paper addresses the challenge of solving large-scale nonlinear equations with H\"older continuous Jacobians. We introduce a novel Incremental Gauss--Newton (IGN) method within explicit superlinear convergence rate, which outperforms…

最优化与控制 · 数学 2024-07-04 Zhiling Zhou , Zhuanghua Liu , Chengchang Liu , Luo Luo

We focus on the linear convergence of generalized proximal point algorithms for solving monotone inclusion problems. Under the assumption that the associated monotone operator is metrically subregular or that the inverse of the monotone…

最优化与控制 · 数学 2022-03-29 Hui Ouyang

Bundle methods have been intensively studied for solving both convex and nonconvex optimization problems. In most of the bundle methods developed thus far, at least one quadratic programming (QP) subproblem needs to be solved in each…

最优化与控制 · 数学 2015-07-08 Shuai Liu , Andrew Eberhard , Yousong Luo

We propose a globally convergent Gauss-Newton algorithm for finding a local optimal solution of a non-convex and possibly non-smooth optimization problem. The algorithm that we present is based on a Gauss-Newton-type iteration for the…

最优化与控制 · 数学 2020-12-08 Ilyes Mezghani , Quoc Tran-Dinh , Ion Necoara , Anthony Papavasiliou

We describe inexact proximal Newton-like methods for solving degenerate regularized optimization problems and for the broader problem of finding a zero of a generalized equation that is the sum of a continuous map and a maximal monotone…

最优化与控制 · 数学 2026-02-12 Ching-pei Lee , Stephen J. Wright

The Levenberg-Marquardt algorithm is one of the most popular algorithms for finding the solution of nonlinear least squares problems. Across different modified variations of the basic procedure, the algorithm enjoys global convergence, a…

最优化与控制 · 数学 2020-04-08 E. Bergou , Y. Diouane , V. Kungurtsev

Composite optimization problems, where the sum of a smooth and a merely lower semicontinuous function has to be minimized, are often tackled numerically by means of proximal gradient methods as soon as the lower semicontinuous part of the…

最优化与控制 · 数学 2022-07-05 Christian Kanzow , Patrick Mehlitz

Finding an $\epsilon$-stationary point of a nonconvex function with a Lipschitz continuous Hessian is a central problem in optimization. Regularized Newton methods are a classical tool and have been studied extensively, yet they still face…

最优化与控制 · 数学 2025-11-03 Yuhao Zhou , Jintao Xu , Bingrui Li , Chenglong Bao , Chao Ding , Jun Zhu

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…

最优化与控制 · 数学 2022-10-17 Christian Kanzow , Theresa Lechner

In this paper, we propose new proximal Newton-type methods for convex optimization problems in composite form. The applications include model predictive control (MPC) and embedded MPC. Our new methods are computationally attractive since…

最优化与控制 · 数学 2020-07-21 Ilan Adler , Zhiyue Tom Hu , Tianyi Lin