CONVERGENCE OF THE GAUSS-NEWTON METHOD FOR CONVEX COMPOSITE OPTIMIZATION UNDER A MAJORANT CONDITION

被引：23
|
作者：
Ferreira, O. P. [1 ]
Goncalves, M. L. N. [1 ]
Oliveira, P. R. [2 ]
机构：
[1] IME UFG, BR-74001970 Goiania, Go, Brazil
[2] Univ Fed Rio de Janeiro, COPPE Sistemas, BR-21945970 Rio De Janeiro, Brazil
来源：
SIAM JOURNAL ON OPTIMIZATION | 2013年 / 23卷 / 03期
关键词：
convex composite optimization problem; Gauss-Newton methods; majorant condition; semilocal convergence;
D O I：
10.1137/110841606
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Under the hypothesis that an initial point is a quasi-regular point, we use a majorant condition to present a new semilocal convergence analysis of an extension of the Gauss-Newton method for solving convex composite optimization problems. In this analysis the conditions and proof of convergence are simplified by using a simple majorant condition to define regions where a Gauss-Newton sequence is well behaved.
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页码：1757 / 1783
页数：27
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