A Kantorovich theorem for the structured PSB update in Hilbert space. (Q1584028)

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scientific article; zbMATH DE number 1523634
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    A Kantorovich theorem for the structured PSB update in Hilbert space.
    scientific article; zbMATH DE number 1523634

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      A Kantorovich theorem for the structured PSB update in Hilbert space. (English)
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      2000
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      The author presents a new Kantorovich theorem for the structured PSB (Powell Symmetric Broyden) update of quasi-Newton method in Hilbert space and also derives a modified discretized PSB update version. The numerical implications have been illustrated by an optimal shape design problem showing that the discretized update reflects more than infinite-dimensional situation. It has been observed further that the discretized PSB update presented can lead to a more efficient algorithm.
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      PSB update
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      Kantorovich theorem
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      Hilbert space
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