Algorithms for Solving Nonlinear Systems of Equations

In this paper we survey numerical methods for solving nonlinear systems of equations F (x) = 0, where F : IR n ! IR n . We are especially interested in large problems. We describe modern implementations of the main local algorithms, as well as their globally convergent counterparts. 1. INTRODUCTION Nonlinear systems of equations appear in many real - life problems. Mor'e [1989] has reported a collection of practical examples which include: Aircraft Stability problems, Inverse Elastic Rod problems, Equations of Radiative Transfer, Elliptic Boundary Value problems, etc.. We have also worked with Power Flow problems, Distribution of Water on a Pipeline, Discretization of Evolution problems using Implicit Schemes, Chemical Plant Equilibrium problems, and others. The scope of applications becomes even greater if we include the family of Nonlinear Programming problems, since the first-order optimality conditions of these problems are nonlinear systems. Given F : IR n ! IR n ; F = (..