Local Convergence of the Symmetric Rank-One Iteration
@article{Kelley1995LocalCO, title={Local Convergence of the Symmetric Rank-One Iteration}, author={C. T. Kelley and E. Sachs}, journal={Computational Optimization and Applications}, year={1995}, volume={9}, pages={43-63} }
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.
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