Finding the Minimal Root of an Equation with the Multiextremal and Nondifferentiable Left-Hand Part

Abstract

A problem very often arising in applications is presented: finding the minimal root of an equation with the objective function being multiextremal and nondifferentiable. Applications from the field of electronic measurements are given. Three methods based on global optimization ideas are introduced for solving this problem. The first one uses an a priori estimate of the global Lipschitz constant. The second method adaptively estimates the global Lipschitz constant. The third algorithm adaptively estimates local Lipschitz constants during the search. All the methods either find the minimal root or determine the global minimizers (in the case when the equation under consideration has no roots). Sufficient convergence conditions of the new methods to the desired solution are established. Numerical results including wide experiments with test functions, stability study, and a real-life applied problem are also presented.