Title
Pseudotransient Continuation for Solving Systems of Nonsmooth Equations with Inequality Constraints
Abstract
This paper investigates a pseudotransient continuation algorithm for solving a system of nonsmooth equations with inequality constraints. We first transform the inequality constrained system of nonlinear equations to an augmented nonsmooth system, and then employ the pseudotransient continuation algorithm for solving the corresponding augmented nonsmooth system. The method gets its global convergence properties from the dynamics, and inherits its local convergence properties from the semismooth Newton method. Finally, we illustrate the behavior of our approach by some numerical experiments.
Year
DOI
Venue
2010
10.1007/s10957-010-9719-9
J. Optimization Theory and Applications
Keywords
Field
DocType
nonlinear equations with inequality constraints · pseudotransient continuation · semismooth newton method · global convergence,nonlinear equation,local convergence
Convergence (routing),Mathematical optimization,Nonlinear system,Continuation,Inequality,Local convergence,Predictor–corrector method,Mathematics,Newton's method
Journal
Volume
Issue
ISSN
147
2
15732878
Citations 
PageRank 
References 
1
0.35
23
Authors
2
Name
Order
Citations
PageRank
Jinhai Chen1133.55
Liqun Qi23155284.52