1. PROJECTED PSEUDOTRANSIENT CONTINUATION.
- Author
-
Kelley, C. T., Li-Zhi Liao, Liqun Qi, Chu, Moody T., Reese, J. P., and Winton, C.
- Subjects
ALGORITHMS ,ITERATIVE methods (Mathematics) ,DYNAMICS ,CONSTRAINED optimization ,MATHEMATICAL optimization - Abstract
We propose and analyze a pseudotransient continuation algorithm for dynamics on subsets of R
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. [ABSTRACT FROM AUTHOR]- Published
- 2008
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