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Approximate quasi-Newton methods

Identifieur interne : 003017 ( Main/Exploration ); précédent : 003016; suivant : 003018

Approximate quasi-Newton methods

Auteurs : C. T. Kelley [États-Unis] ; E. W. Sachs [Allemagne]

Source :

RBID : ISTEX:BF3E64FF371C4BB2252672C3BD5F59441F9BBED1

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.

Url:
DOI: 10.1007/BF01582251


Affiliations:


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