Convergence analysis of a proximal Gauss-Newton method

被引:0
|
作者
Saverio Salzo
Silvia Villa
机构
[1] Università di Genova,DISI
[2] Università di Genova,DIMA
关键词
Gauss-Newton method; Penalized nonlinear least squares; Proximity operator; Lipschitz conditions with ; average;
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暂无
中图分类号
学科分类号
摘要
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.
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页码:557 / 589
页数:32
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