Convergence analysis of a proximal Gauss-Newton method

Details Convergence analysis of a proximal Gauss-Newton method Convergence analysis of a proximal Gauss-Newton method

2011-03-02

arxiv.org/abs/1103.0414v1

Mathematics

Optimization and Control

Scientific paper

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.

Affiliated with

Also associated with

No associations

Rating

Convergence analysis of a proximal Gauss-Newton method does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Convergence analysis of a proximal Gauss-Newton method, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Convergence analysis of a proximal Gauss-Newton method will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-474103