Approximate quasi-Newton methods
Identifieur interne : 001029 ( Istex/Corpus ); précédent : 001028; suivant : 001030Approximate quasi-Newton methods
Auteurs : C. T. Kelley ; E. W. SachsSource :
- Mathematical Programming [ 0025-5610 ] ; 1990-03-01.
Abstract
Abstract: We consider the effect of approximation on performance of quasi-Newton methods for infinite dimensional problems. In particular we study methods in which the approximation is refined at each iterate. We show how the local convergence behavior of the quasi-Newton method in the infinite dimensional setting is affected by the refinement strategy. Applications to boundary value problems and integral equations are considered.
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DOI: 10.1007/BF01582251
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<front><div type="abstract" xml:lang="en">Abstract: We consider the effect of approximation on performance of quasi-Newton methods for infinite dimensional problems. In particular we study methods in which the approximation is refined at each iterate. We show how the local convergence behavior of the quasi-Newton method in the infinite dimensional setting is affected by the refinement strategy. Applications to boundary value problems and integral equations are considered.</div>
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