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C. T. Kelley
Projected Pseudo-Transient Continuation

Dept of Mathematics
Box 8205
North Carolina State University
Raleigh
NC 27695-8205
tim_kelley@ncsu.edu
L. Qi
L-Z Liao
M. T. Chu, J. P. Reese, C. Winton

We propose and analyze a pseudo-transient 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.





Marian 2008-02-26