LOCAL CONVERGENCE OF THE SYMMETRICAL RANK-ONE ITERATION

Authors
KELLEY CT SACHS EW
Citation
Ct. Kelley et Ew. Sachs, LOCAL CONVERGENCE OF THE SYMMETRICAL RANK-ONE ITERATION, COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 9(1), 1998, pp. 43-63
Citations number
21
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science",Mathematics
Journal title
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS → ACNP
ISSN journal
09266003
Volume
9
Issue
1
Year of publication
1998
Pages
43 - 63
Database
ISI
SICI code
0926-6003(1998)9:1<43:LCOTSR>2.0.ZU;2-H
Abstract
We consider conditions under which the SR1 iteration is locally conver gent. We apply the result to a pointwise structured SR1 method that ha s been used in optimal control.