Extended Local Analysis of Inexact Gauss-Newton-like Method for Least Square Problems using Restricted Convergence Domains
Publicado en línea: 24 sept 2016
Páginas: 17 - 33
Recibido: 16 feb 2016
Aceptado: 17 jun 2016
DOI: https://doi.org/10.1515/awutm-2016-0002
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© 2016 Annals of West University of Timisoara - Mathematics
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.
We present a local convergence analysis of inexact Gauss-Newton-like method (IGNLM) for solving nonlinear least-squares problems in a Euclidean space setting. The convergence analysis is based on our new idea of restricted convergence domains. Using this idea, we obtain a more precise information on the location of the iterates than in earlier studies leading to smaller majorizing functions. This way, our approach has the following advantages and under the same computational cost as in earlier studies: A large radius of convergence and more precise estimates on the distances involved to obtain a desired error tolerance. That is, we have a larger choice of initial points and fewer iterations are also needed to achieve the error tolerance. Special cases and numerical examples are also presented to show these advantages.