Corpus ID: 18356010

Explicit pseudo-transient continuation

@article{Kelley2013ExplicitPC,
  title={Explicit pseudo-transient continuation},
  author={C. T. Kelley and Li-Zhi Liao},
  journal={Pacific Journal of Optimization},
  year={2013},
  volume={9},
  pages={77}
}

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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