Article ID: | iaor19992016 |
Country: | Netherlands |
Volume: | 9 |
Issue: | 1 |
Start Page Number: | 43 |
End Page Number: | 63 |
Publication Date: | Jan 1998 |
Journal: | Computational Optimization and Applications |
Authors: | Kelley C.T., Sachs E.W. |
Keywords: | gradient methods |
We consider conditions under which the SR1 iteration is locally convergent. We apply the result to a pointwise structured SR1 method that has been used in optimal control.