ISSN:
1573-2878
Keywords:
Variable-metric methods
;
optimization theorems
;
Hilbert spaces
;
control theory
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract In this paper, the Hilbert-space analogue of a result of Huang, that all the methods in the Huang class generate the same sequence of points when applied to a quadratic functional with exact linear searches, is established. The convergence of a class of direct prediction methods based on some work of Dixon is then proved, and these methods are then applied to some control problems. Their performance is found to be comparable with methods involving exact linear searches.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00932520
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