Projected Pseudotransient Continuation
نویسندگان
چکیده
We propose and analyze a pseudo-transient continuation algorithm for dynamics on subsets of R . 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.
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ورودعنوان ژورنال:
- SIAM J. Numerical Analysis
دوره 46 شماره
صفحات -
تاریخ انتشار 2008