Journal of Applied Mathematics (Jan 2014)
A Novel Filled Function Method for Nonlinear Equations
Abstract
A novel filled function method is suggested for solving box-constrained systems of nonlinear equations. Firstly, the original problem is converted into an equivalent global optimization problem. Subsequently, a novel filled function with one parameter is proposed for solving the converted global optimization problem. Some properties of the filled function are studied and discussed. Finally, an algorithm based on the proposed novel filled function for solving systems of nonlinear equations is presented. The objective function value can be reduced by quarter in each iteration of our algorithm. The implementation of the algorithm on several test problems is reported with satisfactory numerical results.