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

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