ISSN:
1573-2916
Keywords:
Global optimization
;
nonlinear systems of equations
;
all solutions
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract A new approach is proposed for finding allε-feasible solutions for certain classes of nonlinearly constrained systems of equations. By introducing slack variables, the initial problem is transformed into a global optimization problem (P) whose multiple global minimum solutions with a zero objective value (if any) correspond to all solutions of the initial constrained system of equalities. Allε-globally optimal points of (P) are then localized within a set of arbitrarily small disjoint rectangles. This is based on a branch and bound type global optimization algorithm which attains finiteε-convergence to each of the multiple global minima of (P) through the successive refinement of a convex relaxation of the feasible region and the subsequent solution of a series of nonlinear convex optimization problems. Based on the form of the participating functions, a number of techniques for constructing this convex relaxation are proposed. By taking advantage of the properties of products of univariate functions, customized convex lower bounding functions are introduced for a large number of expressions that are or can be transformed into products of univariate functions. Alternative convex relaxation procedures involve either the difference of two convex functions employed in αBB [23] or the exponential variable transformation based underestimators employed for generalized geometric programming problems [24]. The proposed approach is illustrated with several test problems. For some of these problems additional solutions are identified that existing methods failed to locate.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01097059
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