APPROXIMATE QUASI-NEWTON METHODS

被引:16
作者
KELLEY, CT [1 ]
SACHS, EW [1 ]
机构
[1] UNIV TRIER,FACHBEREICH MATH 4,W-5500 TRIER,GERMANY
关键词
AMS(MOS) Subject Classifications: 45D15; 65H10; boundary value problems; integral equations; interpolation; Quasi-Newton methods;
D O I
10.1007/BF01582251
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
We consider the effect of approximation on performance of quasi-Newton methods for infinite dimensional problems. In particular we study methods in which the approximation is refined at each iterate. We show how the local convergence behavior of the quasi-Newton method in the infinite dimensional setting is affected by the refinement strategy. Applications to boundary value problems and integral equations are considered. © 1990 The Mathematical Programming Society, Inc.
引用
收藏
页码:41 / 70
页数:30
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