Solving systems of nonlinear equations with continuous GRASP
Michael J. Hirsch (mjh8787ufl.edu)
Abstract: 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 on systems from the literature.
Keywords: Nonlinear systems of equations, global optimization, continuous optimization, heuristic, stochastic algorithm, stochastic local search, nonlinear programming, GRASP, C-GRASP.
Category 1: Global Optimization
Category 2: Global Optimization (Stochastic Approaches )
Category 3: Combinatorial Optimization (Meta Heuristics )
Citation: AT&T Labs Research Technical Report TD-6V6JCX, Shannon Laboratory, Florham Park, NJ 07932, November 2006.
Entry Submitted: 11/02/2006
Modify/Update this entry
|Visitors||Authors||More about us||Links|
Search, Browse the Repository
Give us feedback
|Optimization Journals, Sites, Societies|