A pointwise quasi-Newton method for unconstrained optimal control problems
Identifieur interne : 000F71 ( Istex/Corpus ); précédent : 000F70; suivant : 000F72A pointwise quasi-Newton method for unconstrained optimal control problems
Auteurs : C. T. Kelley ; E. W. SachsSource :
- Numerische Mathematik [ 0029-599X ] ; 1989-03-01.
Abstract
Summary: For a class of unconstrained optimal control problems we propose a quasi-Newton method that exploits the structure of the problem. We define a new type of superlinear convergence for sequences in function spaces and prove superlinear convergence of the iterates generated by the quasi-Newton method in this sense.
Url:
DOI: 10.1007/BF01406512
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<Para>For a class of unconstrained optimal control problems we propose a quasi-Newton method that exploits the structure of the problem. We define a new type of superlinear convergence for sequences in function spaces and prove superlinear convergence of the iterates generated by the quasi-Newton method in this sense.</Para>
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<abstract lang="en">Summary: For a class of unconstrained optimal control problems we propose a quasi-Newton method that exploits the structure of the problem. We define a new type of superlinear convergence for sequences in function spaces and prove superlinear convergence of the iterates generated by the quasi-Newton method in this sense.</abstract>
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<topic>Mathematical and Computational Physics</topic>
<topic>Mathematical Methods in Physics</topic>
<topic>Numerical and Computational Methods</topic>
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