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

26 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

@article{f0ebbc698b8f48ff9ad44376e055b2a3,

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",

year = "2008",

month = nov,

day = "10",

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 Publications",

number = "6",

}

TY - JOUR

T1 - Projected pseudotransient continuation

AU - Kelley, C. T.

AU - Liao, Li Zhi

AU - Qi, Liqun

AU - Chu, Moody T.

AU - Reese, J. P.

AU - Winton, C.

PY - 2008/11/10

Y1 - 2008/11/10

N2 - 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.

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

UR - https://www.scopus.com/pages/publications/55349118529

U2 - 10.1137/07069866X

DO - 10.1137/07069866X

M3 - Journal article

SN - 0036-1429

VL - 46

SP - 3071

EP - 3083

JO - SIAM Journal on Numerical Analysis

JF - SIAM Journal on Numerical Analysis

IS - 6

ER -

Projected pseudotransient continuation

Abstract

Keywords

ASJC Scopus subject areas

More information

Other files and links

Fingerprint

Cite this