Numerical solution of constrained non‐linear algebraic equations

Abstract

Abstract The numerical solution of n non‐linear algebraic equations with n unknowns, when any or all of the variables are subjected to constraints, is discussed. Distinction is made between physical and absolute constraints. It is shown, using a set of test problems, that solution of constrained equations does require a special approach. It is found that the step length restricted Newton's method performs best for problems with absolute constraints. Physical constraints can be best handled using a continuation method or penalty functions.