Approximate quasi-Newton methods

Approximate quasi-Newton methods

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Article ID: iaor1991257
Country: Netherlands
Volume: 48
Issue: 1
Start Page Number: 41
End Page Number: 70
Publication Date: Mar 1990
Journal: Mathematical Programming
Authors: ,
Keywords: Newton method
Abstract:

The authors consider the effect of approximation on performance of quasi-Newton methods for infinite dimensional problems. In particular they study methods in which the approximation is refined at each iterate. The authors 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 problem and integral equations are considered.

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