Solving systems of nonlinear equations with continuous GRASP

被引：56

作者：

Hirsch, Michael J. ^{[1
]}

Pardalos, Panos M. ^{[2
]}

Resende, Mauricio G. C. ^{[3
]}

机构：

[1] Raytheon Inc, Network Centr Syst, St Petersburg, FL 33733 USA

[2] Univ Florida, Dept Ind & Syst Engn, Gainesville, FL 32611 USA

[3] AT&T Labs Res, Algorithms & Optimizat Res Dept, Florham Pk, NJ 07932 USA

来源：

NONLINEAR ANALYSIS-REAL WORLD APPLICATIONS | 2009年 / 10卷 / 04期

关键词：

Nonlinear systems of equations; Global optimization; Continuous optimization; Heuristic; Stochastic algorithm; Stochastic local search; Nonlinear programming; GRASP; C-GRASP;

D O I：

10.1016/j.nonrwa.2008.03.006

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A method for finding all roots of a system of nonlinear equations is described. Our method makes use of C-GRASP, a recently proposed continuous global optimization heuristic. Given a nonlinear system, we solve a corresponding adaptively modified global optimization problem multiple times, each time using C-GRASP, with areas of repulsion around roots that have already been found. The heuristic makes no use of derivative information. We illustrate the approach using systems found in the literature. (C) 2008 Elsevier Ltd. All rights reserved.

引用

页码：2000 / 2006

页数：7

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