Level set methods for finding critical points of mountain pass type

نویسندگان

  • Adrian S. Lewis
  • Jeffrey Pang
چکیده

Computing mountain passes is a standard way of finding critical points. We describe a numerical method for finding critical points that is convergent in the nonsmooth case and locally superlinearly convergent in the smooth finite dimensional case. We apply these techniques to describe a strategy for addressing the Wilkinson problem of calculating the distance from a matrix to a closest matrix with repeated eigenvalues. Finally, we relate critical points of mountain pass type to nonsmooth and metric critical point theory. © 2011 Elsevier Ltd. All rights reserved.

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تاریخ انتشار 2010