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Direct-prediction quasi-Newton methods in Hilbert space with applications to control problems (1977)

Turner, P. R. ; Huntley, E.

Springer

Journal of optimization theory and applications 21 (1977), S. 199-211

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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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