Quasi-Newton Methods and Unconstrained Optimal Control Problems

DOI10.1137/0325083MaRDI QIDQ3772815zbMATH OpenOpenAlexFDO

Authors Ekkehard W. Sachs, C. T. Kelley

Publication date 1987

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0325083

zbMATH Keywords

convergence ratesuperlinear convergenceunconstrained optimal controlquasi-Newton procedure

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Numerical computation of solutions to systems of equations (65H10) Newton-type methods (49M15) Discrete approximations in optimal control (49M25)

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(27)

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