A new auxiliary function method for systems of nonlinear equations

Zhiyou Wu; Fusheng Bai; Guoquan Li; Yongjian Yang

doi:10.3934/jimo.2015.11.345

Article Contents

2015, Volume 11, Issue 2: 345-364. Doi: 10.3934/jimo.2015.11.345

This issue Previous Article Next Article Credibility models with dependence structure over risks and time horizon

A new auxiliary function method for systems of nonlinear equations

1.
School of Mathematics, Chongqing Normal University, Chongqing 401331
2.
Department of Mathematics, Shanghai University, Shanghai 200444

Received: October 31, 2013

Revised: April 30, 2014

Published: March 2015

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Abstract

In this paper, we present a new global optimization method to solve nonlinear systems of equations. We reformulate given system of nonlinear equations as a global optimization problem and then give a new auxiliary function method to solve the reformulated global optimization problem. The new auxiliary function proposed in this paper can be a filled function, a quasi-filled function or a strict filled function with appropriately chosen parameters. Several numerical examples are presented to illustrate the efficiency of the present approach.

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Mathematics Subject Classification: 90C26.

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