POINTWISE QUASI-NEWTON METHOD FOR UNCONSTRAINED OPTIMAL-CONTROL PROBLEMS .2.

被引：5

作者：

KELLEY, CT ^{[1
]}

SACHS, EW ^{[1
]}

WATSON, B ^{[1
]}

机构：

[1] UNIV TRIER,FACHBEREICH MATH 4,W-5500 TRIER,GERMANY

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1991年 / 71卷 / 03期

关键词：

QUASI-NEWTON METHODS; OPTIMAL CONTROL;

D O I：

10.1007/BF00941402

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this paper, the necessary optimality conditions for an unconstrained optimal control problem are used to derive a quasi-Newton method where the update involves only second-order derivative terms. A pointwise update which was presented in a previous paper by the authors is changed to allow for more general second-order sufficiency conditions in the control problem. In particular, pointwise versions of the Broyden, PSB, and SR1 update are considered. A convergence rate theorem is given for the Broyden and PSB versions.

引用

页码：535 / 547

页数：13

共 9 条

[1] DENNIS JE, 1983, NUMERICAL METHODS UN
[2] KELLER HB, 1982, CBMS NSF REGIONAL C
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KELLEY, CT
SACHS, EW
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[4] A POINTWISE QUASI-NEWTON METHOD FOR UNCONSTRAINED OPTIMAL-CONTROL PROBLEMS
KELLEY, CT
SACHS, EW
[J]. NUMERISCHE MATHEMATIK, 1989, 55 (02) : 159 - 176
[5] LEE EB, 1967, F OPTIMAL CONTROL TH
[6] MAURER H, 1981, MATH PROGRAM STUD, V14, P163, DOI 10.1007/BFb0120927
[7] OSBORNE MR, 1988, NEW APPROACH SYMMETR
[8] ON LARGE-SCALE NONLINEAR LEAST-SQUARES CALCULATIONS
TOINT, PL
[J]. SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING, 1987, 8 (03): : 416 - 435
[9] WATSON B, 1990, THESIS U TRIER TRIER

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