PROJECTED PSEUDOTRANSIENT CONTINUATION

PROJECTED PSEUDOTRANSIENT CONTINUATION

We propose and analyze a pseudotransient continuation algorithm for dynamics on subsets of R N . Examples include certain flows on manifolds and the dynamic formulation of bound-constrained optimization problems. The method gets its global convergence properties from the dynamics and inherits its lo...

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Veröffentlicht in:SIAM journal on numerical analysis 2008-01, Vol.46 (6), p.3071-3083
Hauptverfasser: KELLEY, C. T., LIAO, LI-ZHI, QI, LIQUN, CHU, MOODY T., REESE, J. P., WINTON, C.
Format: Artikel
Sprache:eng
Schlagworte:
Algorithms
Applied mathematics
Approximation
Eigenvalues
Iterative methods
Least squares
Mathematical manifolds
Methods
Newtons method
Nonlinear equations
Optimization
Tangents
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Beschreibung
Zusammenfassung:We propose and analyze a pseudotransient continuation algorithm for dynamics on subsets of R N . Examples include certain flows on manifolds and the dynamic formulation of bound-constrained optimization problems. The method gets its global convergence properties from the dynamics and inherits its local convergence properties from any fast locally convergent iteration.
ISSN:0036-1429
1095-7170
DOI:10.1137/07069866X