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A pointwise quasi-Newton method for unconstrained optimal control problems

Identifieur interne : 000F71 ( Istex/Corpus ); précédent : 000F70; suivant : 000F72

A pointwise quasi-Newton method for unconstrained optimal control problems

Auteurs : C. T. Kelley ; E. W. Sachs

Source :

RBID : ISTEX:267E320D98EA77AB024CA278B6DE9EAF3854E14C

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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ISTEX:267E320D98EA77AB024CA278B6DE9EAF3854E14C

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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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