首页 | 本学科首页   官方微博 | 高级检索  
     


Rates of convergence for adaptive Newton methods
Authors:E. Sachs
Affiliation:(1) Department of Mathematics, North Carolina State University, Raleigh, North Carolina
Abstract:We consider Newton-type methods for constrained optimization problems in infinite-dimensional spaces, where at each iteration the first and second derivatives and the feasible set are approximated. The approximations can change at each iteration and conditions are given under which linear and superlinear rates of convergence of the iterates to the optimal point hold. Several applications are discussed.
Keywords:Newton methods  constrained optimization  superlinear convergence  control problems
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号