Projected pseudotransient continuation

DOI10.1137/07069866XMaRDI QIDQ3654401zbMATH OpenOpenAlexFDO

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

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

bound-constrained optimizationconstrained dynamicsglobal convergencegradient flowlocal convergencenumerical examplespseudotransient continuationquasi-Newton method

Mathematics Subject Classification ID

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

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Cited in

(15)

• Combining trust-region techniques and Rosenbrock methods to compute stationary points
• 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
• A prediction-correction dynamic method for large-scale generalized eigenvalue problems
• A computational framework of gradient flows for general linear matrix equations
• Progressive construction of a parametric reduced-order model for PDE-constrained optimization
• Constrained pseudo-transient continuation
• Convergence Analysis of Pseudo-Transient Continuation
• Explicit pseudo-transient continuation
• Numerical methods for nonlinear equations
• A hybrid trust region algorithm for unconstrained optimization
• Pseudotransient continuation for solving systems of nonsmooth equations with inequality constraints
• The regularization continuation method for optimization problems with nonlinear equality constraints
• Generalized gentlest ascent dynamics methods for high-index saddle points
• A second-order pseudo-transient method for steady-state problems

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Uses Software

• AUTO-86

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