Journal of Global Optimization

, Volume 7, Issue 2, pp 143–182 | Cite as

Finding all solutions of nonlinearly constrained systems of equations

  • Costas D. Maranas
  • Christodoulos A. Floudas
Article

Abstract

A new approach is proposed for finding allε-feasible solutions for certain classes of nonlinearly constrained systems of equations. By introducing slack variables, the initial problem is transformed into a global optimization problem (P) whose multiple global minimum solutions with a zero objective value (if any) correspond to all solutions of the initial constrained system of equalities. Allε-globally optimal points of (P) are then localized within a set of arbitrarily small disjoint rectangles. This is based on a branch and bound type global optimization algorithm which attains finiteε-convergence to each of the multiple global minima of (P) through the successive refinement of a convex relaxation of the feasible region and the subsequent solution of a series of nonlinear convex optimization problems. Based on the form of the participating functions, a number of techniques for constructing this convex relaxation are proposed. By taking advantage of the properties of products of univariate functions, customized convex lower bounding functions are introduced for a large number of expressions that are or can be transformed into products of univariate functions. Alternative convex relaxation procedures involve either the difference of two convex functions employed in αBB [23] or the exponential variable transformation based underestimators employed for generalized geometric programming problems [24]. The proposed approach is illustrated with several test problems. For some of these problems additional solutions are identified that existing methods failed to locate.

Key words

Global optimization nonlinear systems of equations all solutions 

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Copyright information

© Kluwer Academic Publishers 1995

Authors and Affiliations

  • Costas D. Maranas
    • 1
  • Christodoulos A. Floudas
    • 1
  1. 1.Department of Chemical EngineeringPrinceton UniversityPrincetonUSA

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