Thursday, February 26, 2009

Finding all roots with GAMS

> How do I find all roots of x^3-x^2-x=0 with GAMS.

GAMS is more geared towards solving large-scale nonlinear programming problems, where just one, hopefully optimal, solution is reported. The typical NLP solvers under GAMS support this single solution paradigm (they are using numerical optimization algorithms). A symbolic math package such as Mathematica would be ideally suited for a problem of finding all roots of a polynomial.

Update: See comment for a good solution using GAMS/BARON.