Convergence analysis of a proximal Gauss-Newton method

Saverio Salzo; Silvia Villa

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arXiv · 1103.0414

Convergence analysis of a proximal Gauss-Newton method

Saverio Salzo·Silvia Villa

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Abstract

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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Saverio Salzo, Silvia Villa. 2011-03-02. Convergence analysis of a proximal Gauss-Newton method. https://arxiv.org/abs/1103.0414

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