gams:using_gams_for_solving_square_nonlinear_systems

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gams:using_gams_for_solving_square_nonlinear_systems [2007/10/19 09:22] 127.0.0.1 external edit |
gams:using_gams_for_solving_square_nonlinear_systems [2007/10/20 07:14] (current) Franz Nelissen |
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and ''i = 1,..., n''.// | and ''i = 1,..., n''.// | ||

- | Contributed by [[tom@mpsge.org|Tom Rutherford]]: There are three basic approaches available for solving square | + | Contributed by [[tom@mpsge.org|Tom Rutherford]] to the [[http://www.gams.com/maillist/gams_l.htm|GAMS-User List]]: There are three basic approaches available for solving square |

nonlinear systems under GAMS: | nonlinear systems under GAMS: | ||

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3) Formulate as a CNS (constrained nonlinear system):\\ | 3) Formulate as a CNS (constrained nonlinear system):\\ | ||

- | f_i(x) = 0 i=1,...,n ''\\ | + | f_i(x) = 0 i=1,...,n |

- | xlo_i <= x_i <= xup_i '' | + | xlo_i <= x_i <= xup_i |

Approaches (1) and (3) offer some advantages if the functions you are using are undefined for some values of x. You can then apply upper and lower bounds which assure that the algorithm does not wander off, but even with bounds you may not be assured of finding solution if the functions are not nicely behaved (monotone, P, etc.). | Approaches (1) and (3) offer some advantages if the functions you are using are undefined for some values of x. You can then apply upper and lower bounds which assure that the algorithm does not wander off, but even with bounds you may not be assured of finding solution if the functions are not nicely behaved (monotone, P, etc.). |

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gams/using_gams_for_solving_square_nonlinear_systems.txt · Last modified: 2007/10/20 07:14 by Franz Nelissen