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A pointwise quasi-Newton method for unconstrained optimal control problems |
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| Authors: | C T Kelley E W Sachs |
| Institution: | (1) Department of Mathematics, North Carolina State University, Box 8205, 27695-8205 Raleigh, NC, USA;(2) Fachbereich IV/Mathematik, Universität Trier, 3825 Postfach, D-5500 Trier, Federal Republic of Germany |
| 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.This author supported by NSF grants # DMS-8300841 and # DMS-8500844 |
| Keywords: | AMS(MOS): 65K10 CR: G1 6 |
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