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Modified Gauss-Newton scheme with worst case guarantees for global performance.
- Source :
-
Optimization Methods & Software . Jun2007, Vol. 22 Issue 3, p469-483. 15p. - Publication Year :
- 2007
-
Abstract
- In this paper, we suggest a new version of the Gauss-Newton method for solving a system of non-linear equations which combines the idea of sharp merit function with the idea of quadratic regularization. For this scheme, we prove general convergence results and, under a natural non-degeneracy assumption, local quadratic convergence. We analyze the behavior of this scheme on a natural problem class for which we get global and local worst-case complexity bounds. The implementation of each step of the scheme can be done by standard convex optimization technique. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 10556788
- Volume :
- 22
- Issue :
- 3
- Database :
- Academic Search Index
- Journal :
- Optimization Methods & Software
- Publication Type :
- Academic Journal
- Accession number :
- 24444529
- Full Text :
- https://doi.org/10.1080/08927020600643812