1990
DOI: 10.1007/bf01857785
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Globally convergent homotopy algorithms for nonlinear systems of equations

Abstract: Abstract. Probability-one homotopy methods are a class ofalgorithnls for solving nonlinear svstems of equations that are accurate, robust, and converge from an arbitrary starting point almost surely. These new globally convergent homotopy techniques have been successfully applied to solve Brouwer fixed point problems, polynomial systems of equations, constrained and unconstrained optimization problems, discretizations of nonlinear two-point boundary value problems based on shooting, finite differences, colloca… Show more

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Cited by 74 publications
(34 citation statements)
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“…Parameter embedding methods, also known as continuation methods [8,9] are robust and accurate numerical techniques employed to solve nonlinear algebraic equations [1,62,63]. They are used to find multiple solutions of equations that possess multiple solutions [46].…”
Section: Parameter Embedding and Continuation Methodsmentioning
confidence: 99%
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“…Parameter embedding methods, also known as continuation methods [8,9] are robust and accurate numerical techniques employed to solve nonlinear algebraic equations [1,62,63]. They are used to find multiple solutions of equations that possess multiple solutions [46].…”
Section: Parameter Embedding and Continuation Methodsmentioning
confidence: 99%
“…Increasing λ from 0 to 1 results in "losing" the curve. The difficulty is resolved by making λ a function of a new parameter, the arc length s. This method is known as the arc length continuation [61,63].…”
Section: Homotopy Methods: Backgroundmentioning
confidence: 99%
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“…The globalization methods we present in this work use parameter continuation and are related to probability-one homotopy 11 and path-following algorithms. 12 Homotopy and path-following methods are applied in fixed-point problems, root finding, bifurcation problems, and interior-point optimization algorithms, to name a few examples.…”
mentioning
confidence: 99%
“…The parameters that minimize the difference between the response of the Adams model and that of the MapleSim model are identified using homotopy optimization [4], an optimization technique designed to avoid converging to a local minimum. The use of homotopy optimization in this work is related to the work of Abarbanel et al [5], and follows the approach presented by Vyasarayani et al [6].…”
Section: Introductionmentioning
confidence: 99%