Finding all solutions to polynomial systems and other systems of equations

In a previous paper, the authors suggested a procedure for obtaining all solutions to certain systems ofn equations inn complex variables. The idea was to start with a trivial system of equations to which all solutions were easily known. The trivial system was then perturbed into the given system. During the perturbation process, one followed the solution paths from each of the trivial solutions into the solutions of the given system. All solutions to the given system were thereby obtained.This paper utilizes a different approach that eliminates the requirement of the previous paper for a leading dominating term in each equation. We add a dominating term artificially and then fade it. Also we rely on mathematically more fundamental concepts from differential topology. These advancements permit the calculation of all solutions to arbitrary polynomials and to various other systems ofn equations inn complex variables. In addition, information on the number of solutions can be obtained without calculation.Work supported in part by NSF Grant No. MCS77-15509 and ARO Grant No. DAAG-29-78-G-0160.Work supported in part by ARO Grant No. DAAG-29-78-G-0160     

A PL homotopy for finding all the roots of a polynomial

This paper presents a constructive method which gives, for any polynomialF(Z) of the degreen, approximate values of all the roots ofF(Z).. The point of the method is on the use of a piecewise linear function (Z, t) which approximates a homotopyH(Z, t) betweenF(Z) and a polynomialG(Z) of the degreen withn known simple roots. It is shown that the set of solutions to (Z, t) = 0 includesn distinct paths,m of which converges to a root ofF(Z) if and only if the root has the multiplicitym. Starting from givenn roots ofG(Z), a complementary pivot algorithm generates thosen paths.This work was supported by grants from Management Science Development Foundation and Takeda Science Foundation.     

A modification of todd's triangulationJ 3

When we apply the fixed point computing method to mappings which are affine in some variables, we show that, to generate a sequence which converges to a fixed point, the mesh size need not be decreased in these coordinates. This paper modifies the triangulationJ ₃ with continuous refinement of mesh size to a triangulation such that the mesh size of in some given coordinates is constant and the mesh size in the other coordinates shrinks to zero.     

A PL homotopy continuation method with the use of an odd map for the artificial level

This note presents a new piecewise linear homotopy continuation method for solving a system of nonlinear equations. The important feature of the method is the use of an odd map for the artificial level of the homotopy. Some sufficient conditions for the global convergence of the method are given. They are different from the known conditions for the global convergence of the existing homotopy continuation methods. Specifically, they cover all the systems of nondegenerate linear equations. Partially supported by the Sakkokai Foundation and by the Grand-in-Aid for Scientific Research of the Ministry of Education and Culture No. 58750265. Partially supported by the Grant-in-Aid for Scientific Research of the Ministry of Education and Culture No. 56460103.     

On the cost of computing roots of polynomials

Recently Smale has obtained probabilistic estimates of the cost of computing a zero of a polynomial using a global version of Newton's method. Roughly speaking, his result says that, with the exception of a set of polynomials where the method fails or is very slow, the cost grows as a polynomial in the degree. He also asked whether similar results hold for PL homotopy methods. This paper gives such a result for a special algorithm of the PL homotopy type devised by Kuhn. Its main result asserts that the cost of computing some zero of a polynomial of degreen to an accuracy of ε (measured by the number of evaluations of the polynomial) grows no faster than O(n ³ log₂(n/ε)). This is a worst case analysis and holds for all polynomials without exception. This work was supported, in part, by National Science Foundation Grant MCS79-10027 and, in part, by a fellowship of the Guggenheim Foundation.     

The octahedral algorithm,a new simplicial fixed point algorithm

A new variable dimension simplicial algorithm for the computation of solutions of systems of nonlinear equations or the computation of fixed points is presented. It uses the restrart technique of Merrill to improve the accuracy of the solution. The algorithm is shown to converge quadratically under certain conditions. The algorithm should be efficient and relatively easy to implement.Partially supported by the Western Michigan University Sabbatical and Faculty Research Funds.     

An analysis of the solution set to a homotopy equation between polynomials with real coefficients

We investigate the structure of the solution setS to a homotopy equationH(Z,t)=0 between two polynomialsF andG with real coefficients in one complex variableZ. The mapH is represented asH(x+iy, t)=h ₁(x, y, t)+ih ₂(x, y, t), whereh ₁ andh ₂ are polynomials from ℝ² × [0,1] into ℝ and i is the imaginary unit. Since all the coefficients ofF andG are real, there is a polynomialh ₃ such thath ₂(x, y, t)=yh₃(x, y, t). Then the solution setS is divided into two sets {(x, t)∶h ₁(x, 0, t)=0} and {(x+iy, t)∶h ₁(x, y, t)=0,h ₃(x, y, t)=0}. Using this division, we make the structure ofS clear. Finally we briefly explain the structure of the solution set to a homotopy equation between polynomial systems with real coefficients in several variables.     

Optimization of a convex program with a polynomial perturbation

We consider the problem of minimizing a convex function plus a polynomial p over a convex body K. We give an algorithm that outputs a solution x whose value is within range_K(p) of the optimum value, where range_K(p)=sup_xKp(x)−inf_xKp(x). When p depends only on a constant number of variables, the algorithm runs in time polynomial in 1/, the degree of p, the time to round K and the time to solve the convex program that results by setting p=0.     

Comparative computer results of a new complementary pivot algorithm for solving equality and inequality constrained optimization problems

This paper reports the development of a new algorithm for solving the general constrained optimization problem (that of optimizing an objective function subject to both equality and inequality constraints). The approach is based on the complementary pivoting algorithms which have been developed to solve certain classes of fixed point problems. The specific approach is to use the equality constraints to solve for some variables in terms of the remaining ones thus enabling one to eliminate the equality constraints altogether. The result, under certain circumstances, is an optimization problem which may be transformed into a fixed point problem in such a way that a complementary pivoting code may be used to search for a solution.Seventeen test problems have been solved by this method and the results are compared against those obtained from GRG (Generalized Reduced Gradient method). The results of the tests indicate that the fixed point approach is robust (all 17 problems were solved by this method where as GRG solved 16). As to the computer times, the fixed point code proved to be as fast or faster than GRG on the lower dimensional problems; however, as the dimension increased, the trend reversed and on a 40 dimensional problem GRG was approximately 11 times faster. The conclusion from these tests is that when the dimension of the original problem can be reduced sufficiently by the equality constraints, the fixed point approach appears to be more effective than GRG.     

Mean square polynomial stability of numerical solutions to a class of stochastic differential equations

The exponential stability of numerical methods to stochastic differential equations (SDEs) has been widely studied. In contrast, there are relatively few works on polynomial stability of numerical methods. In this letter, we address the question of reproducing the polynomial decay of a class of SDEs using the Euler–Maruyama method and the backward Euler–Maruyama method. The key technical contribution is based on various estimates involving the gamma function.     

Existence and structure results on almost periodic solutions of difference equations

We study the almost periodic solutions of Euler equations and of some more general Difference Equations. We consider two different notions of almost periodic sequences, and we establish some relations between them. We build suitable sequences spaces and we prove some properties of these spaces. We also prove properties of Nemytskii operators on these spaces. We build a variational approach to establish existence of almost periodic solutions as critical points, We obtain existence theorems fornonautonomous linear equations and for an Euler equation with a concave and coercive Lagrangian. We also use a Fixed Point approach to obtain existence results for quasi-linear Difference Equations.     

On the cost of approximating all roots of a complex polynomial

This work examines the computational complexity of a homotopy algorithm in approximating all roots of a complex polynomialf. It is shown that, probabilistically, monotonic convergence to each of the roots occurs after a determined number of steps. Moreover, in all subsequent steps, each rootz is approximated by a complex numberx, where ifx ₀ =x, x _j =x _j–1 –f(x _j–1)/f(x _j–1),j = 1, 2,, then |x _j –z| < (1/|x ₀ –z|)|x _j–1–z|².     

An algorithm for a piecewise linear model of trade and production with negative prices and bankruptcy

The general equilibrium model is approximated as a piecewise linear convex model and solved from the point of view of welfare economics using linear programming and fixed point methods.This research was supported in part by Army Research Office-Durham Contract DAAG-29-74-C-0032, NSF Grant MPS-72-04832-A03, and Energy Research and Development Administration Contract E(04-3)-326 PA#18.     

Determining dimension of the solution component that contains a computed zero of a polynomial system

When the Jacobian of a computed numerical solution of a polynomial system in Cn allows very small singular values, the solution could be isolated with a multiple multiplicity or may belong to a solution component with positive dimension. The algorithm constructed in this article intends to differentiate those cases by determining the dimension of the solution component M in which the solution lies. Of particular interest is the case when dim(M)=0, then the solution is of course isolated. While the proposed algorithm is experimental, it has been tested successfully on the class of problems with the solution in question belonging to a reduced component. Numerical results are provided to illustrate the accuracy of the algorithm.     

Computational experience with the Chow—Yorke algorithm

The Chow—Yorke algorithm is a nonsimplicial homotopy type method for computing Brouwer fixed points that is globally convergent. It is efficient and accurate for fixed point problems. L.T. Watson, T.Y. Li, and C.Y. Wang have adapted the method for zero finding problems, the nonlinear complementarity problem, and nonlinear two-point boundary value problems. Here theoretical justification is given for applying the method to some mathematical programming problems, and computational results are presented.This work was partially supported by NSF Grant MCS 7821337.     

一类模糊线性方程组的迭代算法及其误差估计

讨论模糊线性方程组X=AX+U解的存在条件及其迭代算法(其中,A是区间数为元素的n阶矩阵,未知量X和常量U都是以模糊数为元素的n维向量,并且其加法和乘法均由Zadeh的扩张原理定义).首先研究解的存在条件,尔后探讨求解的迭代算法及误差估计.     

LP narrowing: A new strategy for finding all solutions of nonlinear equations

An efficient algorithm is proposed for finding all solutions of systems of n nonlinear equations. This algorithm is based on interval analysis and a new strategy called LP narrowing. In the LP narrowing strategy, boxes (n-dimensional rectangles in the solution domain) containing no solution are excluded, and boxes containing solutions are narrowed so that no solution is lost by using linear programming techniques. Since the LP narrowing is very powerful, all solutions can be found very efficiently. By numerical examples, it is shown that the proposed algorithm could find all solutions of systems of 5000-50,000 nonlinear equations in practical computation time.     

An error-free algorithm to solve a linear system of polynomial equations

The paper presents an error-free algorithm to solve a system of linear equations with polynomial coefficients. Modular arithmetic in residual polynomial class and in residual numeric class is employed. The algorithm is iterative and well suited for implementation for computers with vector operations and fast and error-free convolutors.     

Uniqueness of numerical solutions to nonlinear parabolic equations by a fully implicit discontinuous Galerkin method

We prove uniqueness of numerical solutions to nonlinear parabolic equations approximated by a fully implicit interior penalty discontinuous Galerkin (IPDG) method, with a mesh-independent constraint on time step.