Projected pseudotransient continuation

C. T. Kelley; Li Zhi Liao; Liqun Qi; Moody T. Chu; J. P. Reese; C. Winton

doi:10.1137/07069866X

Projected pseudotransient continuation

C. T. Kelley, Li Zhi Liao, Liqun Qi, Moody T. Chu, J. P. Reese, C. Winton

Research output: Journal article publication › Journal article › Academic research › peer-review

25 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 language	English
Pages (from-to)	3071-3083
Number of pages	13
Journal	SIAM Journal on Numerical Analysis
Volume	46
Issue number	6
DOIs	https://doi.org/10.1137/07069866X
Publication status	Published - 10 Nov 2008

Keywords

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

ASJC Scopus subject areas

Numerical Analysis

More information

10.1137/07069866X

http://hdl.handle.net/10397/6101

Cite this

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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",

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AU - Liao, Li Zhi

AU - Qi, Liqun

AU - Chu, Moody T.

AU - Reese, J. P.

AU - Winton, C.

PY - 2008/11/10

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AB - 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.

KW - Bound-constrainod optimization

KW - Constrained dynamics

KW - Gradient flow

KW - Pseudotransient continuation

KW - Quasi-Newton method

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JO - SIAM Journal on Numerical Analysis

JF - SIAM Journal on Numerical Analysis

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Projected pseudotransient continuation

Abstract

Keywords

ASJC Scopus subject areas

More information

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