Extended local convergence analysis of inexact Gauss-Newton method for singular systems of equations under weak conditions
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Date
2017
Authors
Journal Title
Journal ISSN
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Publisher
Babes-Bolyai University oeconomica@econ.ubbcluj.ro
Abstract
new local convergence analysis of the Gauss-Newton method for solving some optimization problems is presented using restricted convergence domains. The results extend the applicability of the Gauss-Newton method under the same computational cost given in earlier studies. In particular, the advantages are: the error estimates on the distances involved are tighter and the convergence ball is at least as large. Moreover, the majorant function in contrast to earlier studies is not necessarily differentiable. Numerical examples are also provided in this study.
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Keywords
Center-majorant function, Convergence ball, Gauss-Newton method, Local convergence, Majorant function, Restricted convergence domains
Citation
Studia Universitatis Babes-Bolyai Mathematica, 2017, 62, 4, pp. 543-558
