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Abstract. We propose and analyze a pseudotransient continuation algorithm for dynamics on subsets of R N . Examples include certain flows on manifolds and the dynamic formulation of bound-constrained optimization problems. The method gets its global convergence properties from the dynamics and inherits its local convergence properties from any fast locally convergent iteration.

Problems involving the management of groundwater resources occur routinely, and management decisions based upon optimization approaches offer the potential to save substantial amounts of money. However, this class of application is notoriously difficult to solve due to non-convex objective functions with multiple local minima and both nonlinear models and nonlinear constraints. We solve a subset of community test problems from this application field using MODFLOW, a standard groundwater flow model, and IFFCO, an implicit filtering algorithm that was designed to solve problems similar to those of focus in this work. While sampling methods have received only scant attention in the groundwater optimization literature, we show encouraging results that suggest they are deserving of more widespread consideration for this class of problems. In keeping with our objectives for the community problems, we have packaged the approaches used in this work to facilitate additional work on these problems by others and the application of implicit filtering to other problems in this field. We provide the data for our formulation and solution on the web.

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