A pointwise quasi-Newton method for unconstrained optimal control problems

DOI10.1007/BF01406512MaRDI QIDQ1105989zbMATH OpenOpenAlexFDO

Authors C. T. Kelley, Ekkehard W. Sachs

Publication date 1989

Published in Numerische Mathematik (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/133349

zbMATH Keywords

quasi-Newton methodsuperlinear convergenceunconstrained optimal control problem

Mathematics Subject Classification ID

Optimality conditions for problems involving ordinary differential equations (49K15) Newton-type methods (49M15) Numerical optimization and variational techniques (65K10)

Review text

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.

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Cites work

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Cited in

(13)

• Efficient dynamic programming implementations of Newton's method for unconstrained optimal control problems
• Mesh independence of Newton-like methods for infinite dimensional problems
• Pointwise quasi-Newton method for unconstrained optimal control problems. II
• Interior point methods for optimal control of discrete time systems
• A sparse nonlinear optimization algorithm
• Algorithms for unconstrained optimization problems via control theory
• Convergence of algorithms for perturbed optimization problems
• scientific article; zbMATH DE number 3983989 (Why is no real title available?)
• scientific article; zbMATH DE number 3990215 (Why is no real title available?)
• Quasi-Newton Methods and Unconstrained Optimal Control Problems
• Constrained optimization in Hilbert space and a generalized dual quasi-Newton algorithm for state-constrained optimal control problems
• Numerical methods for nonlinear equations
• Approximate quasi-Newton methods

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