Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/6101
Title: Projected pseudotransient continuation
Authors: Kelley, CT
Liao, LZ
Qi, L 
Chu, MT
Reese, JP
Winton, C
Keywords: Pseudotransient continuation
Constrained dynamics
Gradient flow
Bound-constrained optimization
Quasi-Newton method
Issue Date: 2008
Publisher: Society for Industrial and Applied Mathematics
Source: SIAM journal on numerical analysis, 2008, v. 46, no. 6, p. 3071–3083 How to cite?
Journal: SIAM journal on numerical analysis 
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.
URI: http://hdl.handle.net/10397/6101
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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