Convergence analysis of a proximal Gauss-Newton method

  • Authors:
  • Saverio Salzo;Silvia Villa

  • Affiliations:
  • DISI, Università di Genova, Genova, Italy 16146;DISI, Università di Genova, Genova, Italy 16146 and DIMA, Università di Genova, Genova, Italy 16146

  • Venue:
  • Computational Optimization and Applications
  • Year:
  • 2012

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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.