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

superlinear convergencequasi-Newton methodunconstrained optimal control problem

Mathematics Subject Classification ID

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

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Cited in

(11)

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

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