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Numerical solution of constrained non‐linear algebraic equations
Author(s) -
Shacham Mordechai
Publication year - 1986
Publication title -
international journal for numerical methods in engineering
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.421
H-Index - 168
eISSN - 1097-0207
pISSN - 0029-5981
DOI - 10.1002/nme.1620230805
Subject(s) - algebraic equation , mathematics , algebraic number , continuation , set (abstract data type) , solution set , numerical analysis , linear equation , mathematical optimization , mathematical analysis , nonlinear system , computer science , physics , quantum mechanics , programming language
The numerical solution of n non‐linear algebraic equations with n unknowns, when any or all of the variables are subjected to constraints, is discussed. Distinction is made between physical and absolute constraints. It is shown, using a set of test problems, that solution of constrained equations does require a special approach. It is found that the step length restricted Newton's method performs best for problems with absolute constraints. Physical constraints can be best handled using a continuation method or penalty functions.