A pointwise quasi-Newton method for unconstrained optimal control problems

DOI10.1007/BF01406512zbMath0649.65039OpenAlexW2091517123MaRDI QIDQ1105989

Carl. T. Kelley, Ekkehard W. Sachs

Publication date: 1989

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/133349

zbMATH Keywords

superlinear convergencequasi-Newton methodunconstrained optimal control problem

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Newton-type methods (49M15) Optimality conditions for problems involving ordinary differential equations (49K15)

Related Items

A sparse nonlinear optimization algorithm, Convergence of algorithms for perturbed optimization problems, Efficient dynamic programming implementations of Newton's method for unconstrained optimal control problems, Approximate quasi-Newton methods, Mesh independence of Newton-like methods for infinite dimensional problems, Numerical methods for nonlinear equations, Pointwise quasi-Newton method for unconstrained optimal control problems. II, Interior point methods for optimal control of discrete time systems

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