Projected Pseudotransient Continuation

DOI10.1137/07069866XzbMath1180.65060OpenAlexW2076565364MaRDI QIDQ3654401

Liqun Qi, C. Winton, Moody T. Chu, Jill P. Reese, Li-Zhi Liao, Carl. T. Kelley

Publication date: 6 January 2010

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/07069866x

zbMATH Keywords

global convergencenumerical examplesgradient flowlocal convergencequasi-Newton methodconstrained dynamicspseudotransient continuationbound-constrained optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Numerical computation of solutions to systems of equations (65H10) Methods of quasi-Newton type (90C53) Nonlinear ordinary differential equations and systems (34A34) Global methods, including homotopy approaches to the numerical solution of nonlinear equations (65H20) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Related Items (12)

Continuation methods with the trusty time-stepping scheme for linearly constrained optimization with noisy data ⋮ The regularization continuation method with an adaptive time step control for linearly constrained optimization problems ⋮ Pseudotransient continuation for solving systems of nonsmooth equations with inequality constraints ⋮ Progressive construction of a parametric reduced‐order model for PDE‐constrained optimization ⋮ Constrained pseudo-transient continuation ⋮ The regularization continuation method for optimization problems with nonlinear equality constraints ⋮ A hybrid trust region algorithm for unconstrained optimization ⋮ A second-order pseudo-transient method for steady-state problems ⋮ A computational framework of gradient flows for general linear matrix equations ⋮ Combining trust-region techniques and Rosenbrock methods to compute stationary points ⋮ Numerical methods for nonlinear equations ⋮ A prediction-correction dynamic method for large-scale generalized eigenvalue problems

Uses Software

• AUTO-86

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