A Simplicial Approximation Algorithm for Solving Systems of Nonlinear Equations.
CHICAGO UNIV ILL CENTER FOR MATHEMATICAL STUDIES IN BUSINESS AND ECONOMICS
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A simplicial approximation algorithm with a variable initial point and a restart procedure is presented for solving systems of nonlinear equations. The algorithm can employ any labeling function in a broadly defined class of admissible labelings. The generality so obtained furnishes a constructive proof of existence theorems not previously known. For the case of continuously differentiable functions, a labeling is presented which is preferred in the sense that if the system has a nonsingular Jacobian at a zero then the algorithm will converge to the zero if it is started sufficiently close. Author
- Operations Research