On the Convergence Analysis of a Two-Step Modification of the Gauss-Newton MethodReport as inadecuate




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1 PEQUAN - Performance et Qualité des Algorithmes Numériques LIP6 - Laboratoire d-Informatique de Paris 6 2 ICS - Institut du Calcul et de la Simulation 3 Department of Numerical Mathematics

Abstract : We investigate the convergence of a two-step modification of the Gauss-Newton method applying the generalized Lipschitz condition for the first and second order derivatives. The convergence order as well as the convergence radius of the method are studied and the uniqueness ball of solution of the nonlinear least squares problem is examined. Finally, we carry out numerical experiments on a set of well-known test problems.

Keywords : Least squares problem radius of convergence Gauss-Newton type method Lipschitz conditions with L average





Author: Roman Iakymchuk - Stepan Shakhno -

Source: https://hal.archives-ouvertes.fr/



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