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arXiv · 1304.6461

Local convergence analysis of a proximal Gauss-Newton method under a majorant condition

G. Bouza Allende·M. L. N. Goncalves
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Abstract

In this paper, the proximal Gauss-Newton method for solving penalized nonlinear least squares problems is studied. A local convergence analysis is obtained under the assumption that the derivative of the function associated with the penalized least square problem satisfies a majorant condition. Our analysis provides a clear relationship between the majorant function and the function associated with the penalized least squares problem. The convergence for two important special cases is also derived.

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G. Bouza Allende, M. L. N. Goncalves. 2013-04-24. Local convergence analysis of a proximal Gauss-Newton method under a majorant condition. https://arxiv.org/abs/1304.6461

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