Quasi-Newton Methods and Unconstrained Optimal Control Problems

DOI10.1137/0325083zbMath0634.49014OpenAlexW2146097164MaRDI QIDQ3772815

Ekkehard W. Sachs, Carl. 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

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

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