@article{772a6d57be154573a3c2fa454d20355e,
title = "Projected Pseudotransient Continuation",
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.",
keywords = "Bound-constrainod optimization, Constrained dynamics, Gradient flow, Pseudotransient continuation, Quasi-Newton method",
author = "Kelley, \{C. T.\} and Liao, \{Li Zhi\} and Liqun Qi and Chu, \{Moody T.\} and Reese, \{J. P.\} and C. Winton",
note = "Funding information: Center for Research in Scientific Computation and Department of Mathematics, North Carolina State University, Box 8205, Raleigh, NC 27695-8205 (Tim\
[email protected],
[email protected],
[email protected]). The work of these authors was partially supported by National Science Foundation grants DMS-0404537 and DMS-0707220 and Army Research Office grants W911NF-04-1-0276, W911NF-06-1-0096, W911NF-06-1-0412, and W911NF-07-1-011 2. *Department of Mathematics, Hong Kong Baptist Universty, Kowloon Tong, Kowloon, Hong Kong, China (
[email protected]). The work of this author was partially supported by the Research Grant Council of Hong Kong. § Department of Applied Mathematics, Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong, China (
[email protected]). The work of this author was partially supported by the Research Grant Council of Hong Kong. \textasciicircum{} School of Computational Science, Florida State University\_ Dirac Science Library, Tallahassee, FL 32306-4120 (
[email protected]). Publisher copyright: Copyright {\textcopyright} 2008 Society for Industrial and Applied Mathematics",
year = "2008",
month = sep,
day = "4",
doi = "10.1137/07069866X",
language = "English",
volume = "46",
pages = "3071--3083",
journal = "SIAM Journal on Numerical Analysis",
issn = "0036-1429",
publisher = "Society for Industrial and Applied Mathematics (SIAM)",
number = "6",
}