-

 

 

 




Optimization Online





 

Convergence analysis of a proximal Gauss-Newton method

Saverio Salzo(saverio.salzo***at***unige.it)
Silvia Villa(villa***at***dima.unige.it)

Abstract: 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 of the radius of the convergence ball. Some applications for solving constrained nonlinear equations are discussed and the numerical performance of the method is assessed on some significant test problems.

Keywords: Gauss-Newton method; Penalized nonlinear least squares; Proximity operator; Lipschitz conditions with L average

Category 1: Nonlinear Optimization (Nonlinear Systems and Least-Squares )

Category 2: Convex and Nonsmooth Optimization (Nonsmooth Optimization )

Citation:

Download: [PDF]

Entry Submitted: 03/03/2011
Entry Accepted: 03/03/2011
Entry Last Modified: 03/03/2011

Modify/Update this entry


  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository

 

Submit
Update
Policies
Coordinator's Board
Classification Scheme
Credits
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Programming Society