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.

引用

页码：1757 / 1783

页数：27

共 50 条

[21] On the Local Convergence of the Gauss-Newton Method
Argyros, Ioannis K.
Hilout, Said
PUNJAB UNIVERSITY JOURNAL OF MATHEMATICS, 2009, 41 : 23 - 33
[22] Local convergence analysis of inexact Gauss–Newton method for singular systems of equations under majorant and center-majorant condition
Argyros I.K.
González D.
SeMA Journal, 2015, 69 (1) : 37 - 51
[23] Local convergence of Newton's method under majorant condition
Ferreira, O. P.
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2011, 235 (05) : 1515 - 1522
[24] Inexact Gauss-Newton like methods for injective-overdetermined systems of equations under a majorant condition
Goncalves, M. L. N.
NUMERICAL ALGORITHMS, 2016, 72 (02) : 377 - 392
[25] Convergence analysis of a proximal Gauss-Newton method
Saverio Salzo
Silvia Villa
Computational Optimization and Applications, 2012, 53 : 557 - 589
[26] Convergence analysis of a proximal Gauss-Newton method
Salzo, Saverio
Villa, Silvia
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2012, 53 (02) : 557 - 589
[27] Analysis Local Convergence of Gauss-Newton Method
Siregar, Rahmi Wahidah
Tulus
Ramli, Marwan
4TH INTERNATIONAL CONFERENCE ON OPERATIONAL RESEARCH (INTERIOR), 2018, 300
[28] Inexact Gauss-Newton like methods for injective-overdetermined systems of equations under a majorant condition
M. L. N. Gonçalves
Numerical Algorithms, 2016, 72 : 377 - 392
[29] Local Convergence of Generalized Gauss-Newton and Sequential Convex Programming
Diehl, Moritz
Messerer, Florian
2019 IEEE 58TH CONFERENCE ON DECISION AND CONTROL (CDC), 2019, : 3942 - 3947
[30] Improved local convergence of Newton's method under weak majorant condition
Argyros, Ioannis K.
Hilout, Said
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2012, 236 (07) : 1892 - 1902

← 1 2 3 4 5 →