Abstract

We propose and analyze a pseudotransient 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.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call