On the Gauss-Newton method

被引:7
|
作者
Argyros I.K. [1 ]
Hilout S. [1 ]
机构
[1] Laboratoire de Mathématiques et Applications, Poitiers University, Futuroscope Chasseneuil Cedex 86962, Bd. Pierre et Marie Curie
关键词
Fréchet-derivative; Gauss-Newton method; More-Penrose pseudo-inverse; Semilocal convergence;
D O I
10.1007/s12190-010-0377-8
中图分类号
学科分类号
摘要
We provide a new semilocal convergence analysis of the Gauss-Newton method (GNM) for solving nonlinear equation in the Euclidean space. Using a combination of center-Lipschitz, Lipschitz conditions, and our new idea of recurrent functions, we provide under the same or weaker hypotheses than before (Ben-Israel, J. Math. Anal. Appl. 15:243-252, 1966; Chen and Nashed, Numer. Math. 66:235-257, 1993; Deuflhard and Heindl, SIAM J. Numer. Anal. 16:1-10, 1979; Guo, J. Comput. Math. 25:231-242, 2007; Häuler, Numer. Math. 48:119-125, 1986; Hu et al., J. Comput. Appl. Math. 219:110-122, 2008; Kantorovich and Akilov, Functional Analysis in Normed Spaces, Pergamon, Oxford, 1982), a finer convergence analysis. The results can be extended in case outer or generalized inverses are used. Numerical examples are also provided to show that our results apply, where others fail (Ben-Israel, J. Math. Anal. Appl. 15:243-252, 1966; Chen and Nashed, Numer. Math. 66:235-257, 1993; Deuflhard and Heindl, SIAM J. Numer. Anal. 16:1-10, 1979; Guo, J. Comput. Math. 25:231-242, 2007; Häuler, Numer. Math. 48:119-125, 1986; Hu et al., J. Comput. Appl. Math. 219:110-122, 2008; Kantorovich and Akilov, Functional Analysis in Normed Spaces, Pergamon, Oxford, 1982). © 2010 Korean Society for Computational and Applied Mathematics.
引用
收藏
页码:537 / 550
页数:13
相关论文
共 50 条
  • [31] On convergence of the Gauss-Newton method for convex composite optimization
    Chong Li
    Xinghua Wang
    Mathematical Programming, 2002, 91 : 349 - 356
  • [33] Convergence and uniqueness properties of Gauss-Newton's method
    Li, C
    Zhang, WH
    Jin, XQ
    COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2004, 47 (6-7) : 1057 - 1067
  • [34] Gauss-Newton particle filter
    Cao, Hui
    Ohnishi, Noboru
    Takeuchi, Yoshinori
    Matsumoto, Tetsuya
    Kudo, Hiroaki
    IEICE TRANSACTIONS ON FUNDAMENTALS OF ELECTRONICS COMMUNICATIONS AND COMPUTER SCIENCES, 2007, E90A (06) : 1235 - 1239
  • [35] Iteratively regularized Gauss-Newton method for atmospheric remote sensing
    Doicu, A
    Schreier, F
    Hess, M
    COMPUTER PHYSICS COMMUNICATIONS, 2002, 148 (02) : 214 - 226
  • [36] Phase reconstruction by a multilevel iteratively regularized Gauss-Newton method
    Langemann, Dirk
    Tasche, Manfred
    INVERSE PROBLEMS, 2008, 24 (03)
  • [37] Gauss-Newton method for convex composite optimizations on Riemannian manifolds
    Wang, Jin-Hua
    Yao, Jen-Chih
    Li, Chong
    JOURNAL OF GLOBAL OPTIMIZATION, 2012, 53 (01) : 5 - 28
  • [38] A MODIFIED GAUSS-NEWTON METHOD FOR AQUIFER PARAMETER-IDENTIFICATION
    LI, JS
    ELLSWORTH, D
    GROUND WATER, 1995, 33 (04) : 662 - 668
  • [39] LEAST-SQUARES METHOD FOR THE BUBBLE STABILIZATION BY THE GAUSS-NEWTON METHOD
    Kim, Seung Soo
    Lee, Yong Hun
    Oh, Eun Jung
    HONAM MATHEMATICAL JOURNAL, 2016, 38 (01): : 47 - 57
  • [40] A nonmonotone damped Gauss-Newton method for nonlinear complementarity problems
    Dong, Li
    ITALIAN JOURNAL OF PURE AND APPLIED MATHEMATICS, 2023, (49): : 206 - 215