A note on minimization problems and multistep methods

被引:21
作者
Schropp, J
机构
[1] Department of Mathematics, University of Konstanz, D-78434 Konstanz
关键词
D O I
10.1007/s002110050305
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We use the qualitative properties of the solution how of the gradient equation (x) over dot = -del f(x) to compute a local minimum of a real-valued function f. Under the regularity assumption of all equilibria we show a convergence result for bounded trajectories of a consistent, strictly stable linear multistep method applied to the gradient equation. Moreover, we compare the asymptotic features of the numerical and the exact solutions as done by Humphries, Stuart (1994) and Schropp (1995) for one-step methods. In the case of A(alpha)-stable formulae this leads to an efficient solver for stiff minimization problems.
引用
收藏
页码:87 / 101
页数:15
相关论文
共 16 条
[1]  
[Anonymous], 1974, Differential Equations, Dynamical Systems, and Linear Algebra
[3]  
DIEUDONNE J, 1969, F MODERN ANAL
[4]   WHAT DO MULTISTEP METHODS APPROXIMATE [J].
EIROLA, T ;
NEVANLINNA, O .
NUMERISCHE MATHEMATIK, 1988, 53 (05) :559-569
[5]  
Hairer E., 2008, Solving Ordinary Differential Equations I Nonstiff problems
[6]  
HIGHAM DJ, 1996, UNPUB NUMER MATH
[7]   RUNGE-KUTTA METHODS FOR DISSIPATIVE AND GRADIENT DYNAMICAL-SYSTEMS [J].
HUMPHRIES, AR ;
STUART, AM .
SIAM JOURNAL ON NUMERICAL ANALYSIS, 1994, 31 (05) :1452-1485
[8]  
Irwin MC, 1980, SMOOTH DYNAMICAL SYS
[9]   STABILITY AND DYNAMICS OF NUMERICAL-METHODS FOR NONLINEAR ORDINARY DIFFERENTIAL-EQUATIONS [J].
ISERLES, A .
IMA JOURNAL OF NUMERICAL ANALYSIS, 1990, 10 (01) :1-30
[10]  
KLOEDEN PE, 1990, NUMER MATH, V56, P667, DOI 10.1007/BF01405195