A new filled function method for an unconstrained nonlinear equation

In this paper, we transform an unconstrained system of nonlinear equations into a special optimization problem. A new filled function is constructed by employing the special properties of the transformed optimization problem. Theoretical and numerical properties of the proposed filled function are i...

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Veröffentlicht in:Journal of computational and applied mathematics 2011-01, Vol.235 (6), p.1689-1699
Hauptverfasser: Wang, Chengjun, Luo, Ronghua, Wu, Kun, Han, Boshun
Format: Artikel
Sprache:eng
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Zusammenfassung:In this paper, we transform an unconstrained system of nonlinear equations into a special optimization problem. A new filled function is constructed by employing the special properties of the transformed optimization problem. Theoretical and numerical properties of the proposed filled function are investigated and a solution of the algorithm is proposed. Under some conditions, we can find a solution or an approximate solution to the system of nonlinear equations in finite iterations. The implementation of the algorithm on six test problems is reported with satisfactory numerical results.
ISSN:0377-0427
1879-1778
DOI:10.1016/j.cam.2010.09.010