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

来源：

MATHEMATICAL PROGRAMMING | 1990年 / 48卷 / 01期

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

页码：41 / 70

页数：30