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

Huntley, E. ; Turner, P. R.

Springer

Journal of optimization theory and applications 22 (1977), S. 399-415

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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 convergence of variable-metric methods without line searches (direct prediction methods) applied to quadratic functionals on a Hilbert space is established. The methods are then applied to certain control problems with both free endpoints and fixed endpoints. Computational results are reported and compared with earlier results. The methods discussed here are found to compare favorably with earlier methods involving line searches and with other direct prediction quasi-Newton methods.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1007/BF00932863

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