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Convergence of the Gauss-Newton method for convex composite optimization under a majorant condition (1107.3796v1)

Published 19 Jul 2011 in math.OC

Abstract: Under the hypothesis that an initial point is a quasi-regular point, we use a majorant condition to present a new semi-local convergence analysis of an extension of the Gauss-Newton method for solving convex composite optimization problems. In this analysis the conditions and proof of convergence are simplified by using a simple majorant condition to define regions where a Gauss-Newton sequence is "well behaved".

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