A line search filter approach for the system of nonlinear equations

Authors:
Pu-yan Nie;Ming-yong Lai;Shu-jin Zhu;Pei-ai Zhang
Affiliations:
Institute of Industrial Economics, Jinan University, Guangzhou, 510632, PR China;College of Economics and Trade, Hunan University, Changsha, 410079, PR China;College of Economics and Trade, Hunan University, Changsha, 410079, PR China;Department of Mathematics, Jinan University, Guangzhou, 510632, PR China
Venue:
Computers & Mathematics with Applications
Year:
2008

Citing 11
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Abstract

Some constrained optimization approaches have been recently proposed for the system of nonlinear equations (SNE). Filter approach with line search technique is employed to attack the system of nonlinear equations in this paper. The system of nonlinear equations is transformed into a constrained nonlinear programming problem at each step, which is then solved by line search strategy. Furthermore, at each step, some equations are treated as constraints while the others act as objective functions, and filter strategy is then utilized. In essence, constrained optimization methods combined with filter technique are utilized to cope with the system of nonlinear equations.