Finding all solutions of nonlinearly constrained systems of equations

A new approach is proposed for finding all –feasible solutions for certain classes of nonlinearly constrained systems of equations. By introducing slack variables, the initial problem is transformed into a global optimization problem (P) whose multiple global minimum solutionswith a zero objective value (if any)correspond to all solutionsof the initial constrained system of equalities. All –globally optimal points of (P) are then localized within a set of arbitrarily small disjoint rectangles. This is based on a branch and bound type global optimization algorithm which attains finite –convergence to each of the multiple global minima of (P) through the successive refinement of a convex relaxation of the feasible region and the subsequent solution of a series of nonlinear convex optimization problems. Based on the form of the participating functions, a number of techniques for constructing this convex relaxation are proposed. By taking advantage of the properties of products of univariate functions, customized convex lower bounding functions are introduced for a large number of expressions that are or can be transformed into products of univariate functions. Alternative convex relaxation procedures involve either the difference of two convex functions employed in BB [23] or the exponential variable transformation based underestimators employed for generalized geometric programming problems [24]. The proposed approach is illustrated with several test problems. For some of these problems additional solutions are identified that existing methods failed to locate.