Direct prediction methods in Hilbert space with applications to control problems |
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Authors: | E Huntley P R Turner |
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Institution: | (1) Department of Applied Mathematics and Computing Science, The University, Sheffield, England;(2) Department of Mathematics, University of Lancaster, Bailrigg, Lancaster, England |
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Abstract: | In this paper, the convergence of variable-metric methods without line searches (direct prediction methods) applied to quadratic functionals on a Hilbert space is established. The methods are then applied to certain control problems with both free endpoints and fixed endpoints. Computational results are reported and compared with earlier results. The methods discussed here are found to compare favorably with earlier methods involving line searches and with other direct prediction quasi-Newton methods. |
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Keywords: | Variable-metric methods optimization theorems Hilbert spaces control theory |
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