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Local Convergence Rates of a Gauss-Newton Method for Convex Compositions

Abe Engle, Department of Mathematics, University of Washington
Tuesday, March 14, 2017 - 4:00pm
PDL C-401

We discuss a Gauss-Newton methodology for minimizing convex compositions of smooth functions. We analyze current local rates of quadratic convergence when the subproblems are exactly solved and propose inexact methods that relax current sharpness assumptions while maintaining speeds of convergence.