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Continuation and path following

Published online by Cambridge University Press:  07 November 2008

Eugene L. Allgower
Affiliation:
Department of MathematicsColorado State UniversityFt. Collins, CO 80523, USA, E-mail: Georg@Math.ColoState.Edu
Kurt Georg
Affiliation:
Department of MathematicsColorado State UniversityFt. Collins, CO 80523, USA, E-mail: Georg@Math.ColoState.Edu

Abstract

The main ideas of path following by predictor–corrector and piecewise-linear methods, and their application in the direction of homotopy methods and nonlinear eigenvalue problems are reviewed. Further new applications to areas such as polynomial systems of equations, linear eigenvalue problems, interior methods for linear programming, parametric programming and complex bifurcation are surveyed. Complexity issues and available software are also discussed.

Type
Research Article
Copyright
Copyright © Cambridge University Press 1993

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