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Davidon’s Method for Minimization Problems in Hilbert Space with an Application to Control Problems

✍ Scribed by Tokumaru, H.; Adachi, N.; Goto, K.


Book ID
118207210
Publisher
Society for Industrial and Applied Mathematics
Year
1970
Weight
948 KB
Volume
8
Category
Article
ISSN
0036-1402

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## Abstract In this paper the application of the self‐scaling variable metric methods to optimal control problems is considered. The convergence of such methods in Hilbert space, both with and without line searches, is established for a wide class of convex functionals. The methods are then tested