Solving systems of nonlinear equations with continuous GRASP

M.J. Hirsch,  P. M. Pardalos,  and M. G. C. Resende

Nonlinear Analysis: Real World Applications vol. 10, pp. 2000-2006, 2009.


A method for finding all roots of a system of nonlinear equations is described.  Our method makes use of C-GRASP, a recently proposed continuous global optimization heuristic. Given a nonlinear system, we solve a corresponding adaptively modified global optimization problem multiple times, each time using C-GRASP, with areas of repulsion around roots that have already been found. The heuristic makes no use of derivative information.  We illustrate the approach on systems from the literature..

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