Article ID: | iaor20084705 |
Country: | Netherlands |
Volume: | 176 |
Issue: | 3 |
Start Page Number: | 1334 |
End Page Number: | 1347 |
Publication Date: | Feb 2007 |
Journal: | European Journal of Operational Research |
Authors: | Solow Daniel, Li Hantao |
This research presents a new constrained optimization approach for solving systems of nonlinear equations. Particular advantages are realized when all of the equations are convex. For example, a global algorithm for finding the zero of a convex real-valued function of one variable is developed. If the algorithm terminates finitely, then either the algorithm has computed a zero or determined that none exists; if an infinite sequence is generated, either that sequence converges to a zero or again no zero exists. For solving