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http://hdl.handle.net/10397/6101
| Title: | Projected pseudotransient continuation | Authors: | Kelley, CT Liao, LZ Qi, L Chu, MT Reese, JP Winton, C |
Issue Date: | 2008 | Source: | SIAM journal on numerical analysis, 2008, v. 46, no. 6, p. 3071–3083 | Abstract: | We propose and analyze a pseudotransient continuation algorithm for dynamics on subsets of R[sup 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. | Keywords: | Pseudotransient continuation Constrained dynamics Gradient flow Bound-constrained optimization Quasi-Newton method |
Publisher: | Society for Industrial and Applied Mathematics | Journal: | SIAM journal on numerical analysis | ISSN: | 0036-1429 (print) 1095-7170 (online) |
DOI: | 10.1137/07069866X | Rights: | © 2008 Society for Industrial and Applied Mathematics |
| Appears in Collections: | Journal/Magazine Article |
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