Abstract

This paper addresses the challenging task of computing multiple roots of a system of nonlinear equations. A repulsion algorithm that invokes the Nelder-Mead (N-M) local search method and uses a penalty-type merit function based on the error function, known as ‘erf’, is presented. In the N-M algorithm context, different strategies are proposed to enhance the quality of the solutions and improve the overall efficiency. The main goal of this paper is to use a two-level factorial design of experiments to analyze the statistical significance of the observed differences in selected performance criteria produced when testing different strategies in the N-M based repulsion algorithm. The main goal of this paper is to use a two-level factorial design of experiments to analyze the statistical significance of the observed differences in selected performance criteria produced when testing different strategies in the N-M based repulsion algorithm.

Highlights

  • We aim to investigate the performance of a repulsion algorithm that is based on a penalty function and the Nelder-Mead (N-M) [1] local search procedure to compute multiple roots of a system of nonlinear equations of the form f ðxÞ 1⁄4 0; ð1Þ

  • The goal of these parameters is to adjust the penalty for already located minimizers. They may be used to reduce the radius of the repulsion area or to highly penalize the proximity to located solutions. We further explore this penalty-type approach to create repulsion areas around previously detected roots and propose a repulsion algorithm that is capable of computing multiple roots of a system of nonlinear equations invoking the N-M local procedure with modified merit functions

  • A repulsion algorithm is presented for locating multiple roots of a system of nonlinear equations

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Summary

Introduction

We further explore this penalty-type approach to create repulsion areas around previously detected roots and propose a repulsion algorithm that is capable of computing multiple roots of a system of nonlinear equations invoking the N-M local procedure with modified merit functions. Repulsion Algorithm doi:10.1371/journal.pone.0121844.t001 computing a minimizer of the merit function, given a sampled point y, is the N-M local procedure. This is the subject of the section. If simplex has collapsed ‘break’ or generate vertices using (11) with probability 0.75

31: Accept xic
Findings
Conclusions
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