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

被引:35
作者
Ferreira, O. P. [2 ]
Goncalves, M. L. N. [1 ]
Oliveira, P. R. [1 ]
机构
[1] Univ Fed Rio de Janeiro, COPPE Sistemas, BR-21945970 Rio De Janeiro, Brazil
[2] IME UFG, BR-74001970 Goiania, Go, Brazil
关键词
Nonlinear least squares problems; Gauss-Newton method; Majorant condition; Local convergence; RIEMANNIAN-MANIFOLDS; UNIQUENESS; EQUATIONS; SYSTEMS;
D O I
10.1016/j.jco.2010.09.001
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
The Gauss-Newton method for solving nonlinear least squares problems is studied in this paper. Under the hypothesis that the derivative of the function associated with the least square problem satisfies a majorant condition, a local convergence analysis is presented. This analysis allows us to obtain the optimal convergence radius and the biggest range for the uniqueness of stationary point, and to unify two previous and unrelated results. (c) 2010 Elsevier Inc. All rights reserved.
引用
收藏
页码:111 / 125
页数:15
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