Projected pseudotransient continuation

C. T. Kelley, Lizhi LIAO, Liqun Qi, Moody T. Chu, J. P. Reese, C. Winton

Research output: Contribution to journalArticlepeer-review

23 Citations (Scopus)

Abstract

We propose and analyze a pseudotransient continuation algorithm for dynamics on subsets of RN. 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.

Original languageEnglish
Pages (from-to)3071-3083
Number of pages13
JournalSIAM Journal on Numerical Analysis
Volume46
Issue number6
DOIs
Publication statusPublished - 2008

Scopus Subject Areas

  • Numerical Analysis
  • Computational Mathematics
  • Applied Mathematics

User-Defined Keywords

  • Bound-constrainod optimization
  • Constrained dynamics
  • Gradient flow
  • Pseudotransient continuation
  • Quasi-Newton method

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