Extending the applicability of Gauss–Newton method for convex composite optimization on Riemannian manifolds

作者:

Highlights:

摘要

We present a semi-local convergence analysis of the Gauss–Newton method for solving convex composite optimization problems in Riemannian manifolds using the notion of quasi-regularity for an initial point. Using a combination the L-average Lipszhitz condition and the center -average Lipschitz condition we introduce majorizing sequences for the Gauss–Newton method that are more precise than in earlier studies. Consequently, our semi-local convergence analysis for the Gauss–Newton method has the following advantages under the same computational cost: weaker sufficient convergence conditions; more precise estimates on the distances involved and an at least as precise information on the location of the solution.

论文关键词:Gauss–Newton method,Riemannian manifold,Convex composite optimization,Semi-local convergence,Quasi-regularity

论文评审过程:Available online 9 November 2014.

论文官网地址:https://doi.org/10.1016/j.amc.2014.09.119