Numerical solution of constrained non‐linear algebraic equations
- 1 August 1986
- journal article
- research article
- Published by Wiley in International Journal for Numerical Methods in Engineering
- Vol. 23 (8) , 1455-1481
- https://doi.org/10.1002/nme.1620230805
Abstract
The numerical solution of n non‐linear algebraic equations with n unknowns, when any or all of the variables are subjected to constraints, is discussed. Distinction is made between physical and absolute constraints. It is shown, using a set of test problems, that solution of constrained equations does require a special approach. It is found that the step length restricted Newton's method performs best for problems with absolute constraints. Physical constraints can be best handled using a continuation method or penalty functions.Keywords
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