LOCAL CONVERGENCE OF THE GAUSS-NEWTON METHOD FOR INJECTIVE-OVERDETERMINED SYSTEMS
Author(s) -
Sergio Amat,
Ioannis K. Argyros,
Á. Alberto Magreñán
Publication year - 2014
Publication title -
journal of the korean mathematical society
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.403
H-Index - 31
eISSN - 2234-3008
pISSN - 0304-9914
DOI - 10.4134/jkms.2014.51.5.955
Subject(s) - overdetermined system , mathematics , injective function , hilbert space , convergence (economics) , gauss , radius of convergence , mathematical analysis , local convergence , pure mathematics , mathematical optimization , iterative method , quantum mechanics , economic growth , power series , physics , economics
. We present, under a weak majorant condition, a local conver-gence analysis for the Gauss-Newton method for injective-overdeterminedsystems of equations in a Hilbert space setting. Our results provide un-der the same information a larger radius of convergence and tighter er-ror estimates on the distances involved than in earlier studies such us[10, 11, 13, 14, 18]. Special cases and numerical examples are also in-cluded in this study. 1. IntroductionLet X and Y be Hilbert spaces. Let D ⊆ X be an open set and F :D −→ Y be a continuously Fr´echet-dierentiable operator. In this study weare concerned with the problem of approximating a locally unique solution x ⋆ of the penalized nonlinear least squares problem(1.1) min x∈D k F(x) k 2 .A solution x ⋆ ∈ D of (1.1) is also called a least squares solution of the equationF(x) = 0.Many problems from computational sciences and other disciplines can bebrought in a form similar to equation (1.1) using Mathematical Modeling [3,9, 17]. For example in data tting, we have X = R
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