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Solving systems of nonlinear equations with continuous GRASP. (English) Zbl 1163.90750
Summary: 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 using systems found in the literature.

90C30 Nonlinear programming
90C15 Stochastic programming
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