Incremental Gauss–Newton Methods with Superlinear Convergence Rates
摘要
This paper addresses the challenge of solving large-scale nonlinear equations with Hölder continuous Jacobians. We introduce a novel incremental Gauss–Newton (IGN) method with an explicit superlinear convergence rate, which outperforms existing incremental methods that only achieve linear convergence rates. In particular, we formulate our problem using the nonlinear least squares with finite-sum structure, and our method updates incrementally by utilizing information from one component in each round. We also provide a mini-batch extension to our IGN method that obtains an even faster superlinear convergence rate. Furthermore, we conduct numerical experiments to show the advantages of the proposed methods.