Explicit pseudo-transient continuation

C. T. Kelley, Lizhi Liao

Research output: Contribution to journalJournal articlepeer-review

Abstract

We analyze and extend an explicit pseudo-transient continuation algorithm proposed by Han and Han. We present a convergence proof, extend the method to bound-constrained optimization, and proposed an improved step-size control strategy.
Original languageEnglish
Pages (from-to)77-91
Number of pages15
JournalPacific Journal of Optimization
Volume9
Issue number1
Publication statusPublished - Jan 2013

User-Defined Keywords

  • psuedo-transient continuation
  • explicit method
  • gradient flow

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