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Convergence of a regularized Euclidean residual algorithm for nonlinear least-squares. (English) Zbl 1218.90182
Authors’ abstract: “The convergence properties of the new regularized Euclidean residual method for solving general nonlinear least-squares and nonlinear equation problems are investigated. This method, derived from a proposal by Yu. Nesterov [Optim. Methods Softw. 22, No. 3, 469–483 (2007; Zbl 1136.65051)], uses a model of the objective function consisting of the unsquared Euclidean linearized residual regularized by a quadratic term. At variance with previous analysis, its convergence properties are here considered without assuming uniformly nonsingular globally Lipschitz continuous Jacobians nor an exact subproblem solution. It is proved that the method is globally convergent to first-order critical points and, under stronger assumptions, to roots of the underlying system of nonlinear equations. The rate of convergence is also shown to be quadratic under stronger assumptions.”
Reviewer: Do Van Luu (Hanoi)

MSC:
90C30 Nonlinear programming
65K05 Numerical mathematical programming methods
90C26 Nonconvex programming, global optimization
90C06 Large-scale problems in mathematical programming
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