Local convergence analysis of Gauss-Newton's method under majorant condition
Abstract
The Gauss-Newton's 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 allow us to obtain the optimal convergence radius, the biggest range for the uniqueness of solution, and to unify two previous and unrelated results.
- Publication:
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arXiv e-prints
- Pub Date:
- March 2010
- DOI:
- arXiv:
- arXiv:1003.5004
- Bibcode:
- 2010arXiv1003.5004F
- Keywords:
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- Mathematics - Optimization and Control;
- 49M15 . 90C30