Pseudotransient Continuation for Solving Systems of Nonsmooth Equations with Inequality Constraints

J. Chen () and L. Qi ()
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J. Chen: University of Colorado Denver
L. Qi: The Hong Kong Polytechnic University

Journal of Optimization Theory and Applications, 2010, vol. 147, issue 2, No 2, 223-242

Abstract: 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.

Keywords: Nonlinear equations with inequality constraints; Pseudotransient continuation; Semismooth Newton method; Global convergence (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/s10957-010-9719-9

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