A linearly convergent Gauss-Newton subgradient method for ill-conditioned problems

arxiv(2022)

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摘要
We analyze a preconditioned subgradient method for optimizing composite functions $h \circ c$, where $h$ is a locally Lipschitz function and $c$ is a smooth nonlinear mapping. We prove that when $c$ satisfies a constant rank property and $h$ is semismooth and sharp on the image of $c$, the method converges linearly. In contrast to standard subgradient methods, its oracle complexity is invariant under reparameterizations of $c$.
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关键词
gauss-newton,ill-conditioned
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