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Mathematical Statement of the Root-Finding Problem

 

The purpose of the routine find_roots is to solve the problem
 equation60

An important aspect of Problem 1 is that all solutions to the system of equations are to be found, and that the computer implementation, if it completes within available time and memory resources guarantees that all solutions have been found, and finds tight and mathematically rigorous bounds on each such solution.

Problem 1 can be considered a special case of the global optimization problem with constant objective function and equality constraints (see §3). However, because of the structure of the algorithm and because extra variables (Lagrange multipliers) are introduced in the global optimization, it may be more efficient to use find_roots, rather than find_global_min.



R. Baker Kearfott
Wed May 27 11:22:02 CDT 1998