Local convergence analysis of inexact Gauss-Newton like methods under majorant condition

Details Local convergence analysis of inexact Gauss-Newton like methods under majorant condition Local convergence analysis of inexact Gauss-Newton like methods under majorant condition

2010-08-11

arxiv.org/abs/1008.1916v1

Mathematics

Optimization and Control

Scientific paper

In this paper, we present a local convergence analysis of inexact Gauss-Newton like methods for solving nonlinear least squares problems. Under the hypothesis that the derivative of the function associated with the least square problem satisfies a majorant condition, we obtain that the method is well-defined and converges. Our analysis provides a clear relationship between the majorant function and the function associated with the least square problem. It also allows us to obtain an estimate of convergence ball for inexact Gauss-Newton like methods and some important, special cases.

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