On locating all roots of systems of nonlinear equations inside bounded domain using global optimization methods

被引:64
作者
Tsoulos, I. G. [1 ]
Stavrakoudis, Athanassios [2 ]
机构
[1] Univ Ioannina, Dept Comp Sci, GR-45110 Ioannina, Greece
[2] Univ Ioannina, Dept Econ, GR-45110 Ioannina, Greece
关键词
Nonlinear equations; Global optimization; Stopping rules; Clustering; LARGE SPARSE SYSTEMS; ALGORITHM;
D O I
10.1016/j.nonrwa.2009.08.003
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
A novel method of locating all real roots of systems of nonlinear equations is presented here. The root finding problem is transformed to optimization problem, enabling the application of global optimization methods. Among many methods that exist in global optimization literature, Multistart and Minfinder are applied here because of their ability to locate not only the global minimum but also all local minima of the objective function. This procedure enables to locate all the possible roots of the system. Various test cases have been examined in order to validate the proposed procedure. This methodology does not make use of a priori knowledge of the number of the existing roots in the same manner as the corresponding global optimization methodology which does not make use of a priori knowledge of the existed number of local minima. Application of the new methodology resulted in finding all the roots in all test cases. The proposed methodology is general enough to be applied in any root finding problem. (C) 2009 Elsevier Ltd. All rights reserved.
引用
收藏
页码:2465 / 2471
页数:7
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