Testing Nelder-Mead Based Repulsion Algorithms for Multiple Roots of Nonlinear Systems via a Two-Level Factorial Design of Experiments

Ramadas, Gisela C. V.; Rocha, Ana Maria A. C.; Fernandes, Edite M. G. P.

http://hdl.handle.net/10400.22/7435

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Authors

Ramadas, Gisela C. V.

Rocha, Ana Maria A. C.

Fernandes, Edite M. G. P.

Abstract(s)

This paper addresses the challenging task of computing multiple roots of a system of nonlinear equations. A repulsion algorithm that invokes the Nelder-Mead (N-M) local search method and uses a penalty-type merit function based on the error function, known as 'erf', is presented. In the N-M algorithm context, different strategies are proposed to enhance the quality of the solutions and improve the overall efficiency. The main goal of this paper is to use a two-level factorial design of experiments to analyze the statistical significance of the observed differences in selected performance criteria produced when testing different strategies in the N-M based repulsion algorithm. The main goal of this paper is to use a two-level factorial design of experiments to analyze the statistical significance of the observed differences in selected performance criteria produced when testing different strategies in the N-M based repulsion algorithm.