A pointwise quasi-Newton method for unconstrained optimal control problems (Q1105989)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A pointwise quasi-Newton method for unconstrained optimal control problems |
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A pointwise quasi-Newton method for unconstrained optimal control problems (English)
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1989
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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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unconstrained optimal control problem
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quasi-Newton method
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superlinear convergence
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