Abstract
This paper investigates a pseudotransient continuation algorithm for solving a system of nonsmooth equations with inequality constraints. We first transform the inequality constrained system of nonlinear equations to an augmented nonsmooth system, and then employ the pseudotransient continuation algorithm for solving the corresponding augmented nonsmooth system. The method gets its global convergence properties from the dynamics, and inherits its local convergence properties from the semismooth Newton method. Finally, we illustrate the behavior of our approach by some numerical experiments.
Original language | English |
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Pages (from-to) | 223-242 |
Number of pages | 20 |
Journal | Journal of Optimization Theory and Applications |
Volume | 147 |
Issue number | 2 |
DOIs | |
Publication status | Published - 8 Jun 2010 |
Keywords
- Global convergence
- Nonlinear equations with inequality constraints
- Pseudotransient continuation
- Semismooth Newton method
ASJC Scopus subject areas
- Control and Optimization
- Management Science and Operations Research
- Applied Mathematics