Corpus ID: 18356010

Explicit pseudo-transient continuation

  title={Explicit pseudo-transient continuation},
  author={C. T. Kelley and Li-Zhi Liao},
  journal={Pacific Journal of Optimization},
  • C. T. Kelley, Li-Zhi Liao
  • Published 2013
  • Mathematics
  • Pacific Journal of Optimization
  • We analyze and extend an explicit pseudo-transient continuation algorithm proposed by Han and Han. We present a convergence proof, extend the method to bound-constrained optimization, and proposed an improved step-size control strategy. 1. Introduction. The purpose of this paper is to analyze and extend an explicit version of pseudo-transient continuation (ΨTC) which has been proposed in [6] for nonlinear equations and in [7] for uncon-strained optimization. This method is appealing, as are all… CONTINUE READING
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