Level set methods for finding critical points of mountain pass type

Computing mountain passes is a standard way of finding critical points. We describe a numerical method for finding critical points that is convergent in the nonsmooth case and locally superlinearly convergent in the smooth finite dimensional case. We apply these techniques to describe a strategy for...

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Veröffentlicht in:Nonlinear analysis 2011-08, Vol.74 (12), p.4058-4082
Hauptverfasser: Lewis, Adrian S., Pang, C.H. Jeffrey
Format: Artikel
Sprache:eng
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Zusammenfassung:Computing mountain passes is a standard way of finding critical points. We describe a numerical method for finding critical points that is convergent in the nonsmooth case and locally superlinearly convergent in the smooth finite dimensional case. We apply these techniques to describe a strategy for addressing the Wilkinson problem of calculating the distance from a matrix to a closest matrix with repeated eigenvalues. Finally, we relate critical points of mountain pass type to nonsmooth and metric critical point theory.
ISSN:0362-546X
1873-5215
DOI:10.1016/j.na.2011.03.039