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Applied Optimization

Exploiting Special Structures in Numerical Continuation Methods

Faculty: Dr.Samuel A. Awoniyi

Numerical continuation methods are computational methods that solve numerical equations (and numerical optimization problems) by following paths containing approximate solutions, beginning with the solution of a simple version of the given equations (or problems), until an acceptable approximate solution is reached. There are two classes of numerical continuation methods, namely, the predictor-corrector methods (PC methods) and the piecewise-linear continuation methods (PL methods).