Local Convergence of the Symmetric Rank-One Iteration

@article{Kelley1995LocalCO,
  title={Local Convergence of the Symmetric Rank-One Iteration},
  author={C. T. Kelley and Ekkehard W. 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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A Modified Rank One Update Which Converges Q-Superlinearly

  • Comp. Opt. and Appl.
  • 2001
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