416 research outputs found

    A Probability-one Homotopy Algoithm for Non-Smooth Equations and Mixed Complementarity Problems

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    A probability-one homotopy algorithm for solving nonsmooth equations is described. This algorithm is able to solve problems involving highly nonlinear equations,where the norm of the residual has non-global local minima.The algorithm is based on constructing homotopy mappings that are smooth in the interior of their domains.The algorithm is specialized to solve mixed complementarity problems through the use of MCP functions and associated smoothers.This specialized algorithm includes an option to ensure that all iterates remain feasible.Easily satisfiable sufficient conditions are given to ensure that the homotopy zero curve remains feasible,and global convergence properties for the MCP algorithm are developed.Computational results on the MCPLIB test library demonstrate the effectiveness of the algorithm

    POLSYS GLP: A Parallel General Linear Product Homotopy Code for Solving Polynomial Systems of Equations

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    Globally convergent, probability-one homotopy methods have proven to be very effective for finding all the isolated solutions to polynomial systems of equations. After many years of development, homotopy path trackers based on probability-one homotopy methods are reliable and fast. Now, theoretical advances reducing the number of homotopy paths that must be tracked, and in the handling of singular solutions, have made probability-one homotopy methods even more practical. POLSYS GLP consists of Fortran 95 modules for nding all isolated solutions of a complex coefficient polynomial system of equations. The package is intended to be used on a distributed memory multiprocessor in conjunction with HOMPACK90 (Algorithm 777), and makes extensive use of Fortran 95 derived data types and MPI to support a general linear product (GLP) polynomial system structure. GLP structure is intermediate between the partitioned linear product structure used by POLSYS PLP (Algorithm 801) and the BKK-based structure used by PHCPACK. The code requires a GLP structure as input, and although nding the optimal GLP structure is a dicult combinatorial problem, generally physical or engineering intuition about a problem yields a very good GLP structure. POLSYS GLP employs a sophisticated power series end game for handling singular solutions, and provides support for problem denition both at a high level and via hand-crafted code. Dierent GLP structures and their corresponding Bezout numbers can be systematically explored before committing to root finding

    Probability-one Homotopies in Computational Science

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    Probability-one homotopy algorithms are a class of methods for solving nonlinear systems of equations that,under mild assumptions,are globally convergent for a wide range of problems in science and engineering.Convergence theory, robust numerical algorithms,and production quality mathematical software exist for general nonlinear systems of equations, and special cases suc as Brouwer fixed point problems,polynomial systems,and nonlinear constrained optimization.Using a sample of challenging scientific problems as motivation,some pertinent homotopy theory and algorithms are presented. The problems considered are analog circuit simulation (for nonlinear systems),reconfigurable space trusses (for polynomial systems),and fuel-optimal orbital rendezvous (for nonlinear constrained optimization).The mathematical software packages HOMPACK90 and POLSYS_PLP are also briefly described

    Gale duality, decoupling, parameter homotopies, and monodromy

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    2014 Spring.Numerical Algebraic Geometry (NAG) has recently seen significantly increased application among scientists and mathematicians as a tool that can be used to solve nonlinear systems of equations, particularly polynomial systems. With the many recent advances in the field, we can now routinely solve problems that could not have been solved even 10 years ago. We will give an introduction and overview of numerical algebraic geometry and homotopy continuation methods; discuss heuristics for preconditioning fewnomial systems, as well as provide a hybrid symbolic-numerical algorithm for computing the solutions of these types of polynomials and associated software called galeDuality; describe a software module of bertini named paramotopy that is scientific software specifically designed for large-scale parameter homotopy runs; give two examples that are parametric polynomial systems on which the aforementioned software is used; and finally describe two novel algorithms, decoupling and a heuristic that makes use of monodromy
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