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arXiv · 1107.3796

Convergence of the Gauss-Newton method for convex composite optimization under a majorant condition

Orizon Perreira Ferreira·Max Leandro Nobre Gonçalves·Paulo Roberto Oliveira
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Abstract

Under the hypothesis that an initial point is a quasi-regular point, we use a majorant condition to present a new semi-local convergence analysis of an extension of the Gauss-Newton method for solving convex composite optimization problems. In this analysis the conditions and proof of convergence are simplified by using a simple majorant condition to define regions where a Gauss-Newton sequence is "well behaved".

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Orizon Perreira Ferreira, Max Leandro Nobre Gonçalves, Paulo Roberto Oliveira. 2011-07-19. Convergence of the Gauss-Newton method for convex composite optimization under a majorant condition. https://arxiv.org/abs/1107.3796

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