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I have the following equation (the Kurz-Giovanola-Trivedi model [1]) $$ v^2 \frac{\pi^2 \Gamma}{P^2 D^2} + v \frac{mC_0(1-k)\xi}{D[1-(1-k)Iv(P)]} + G = 0, $$ where $Iv(P)=P \cdot \exp(P) \cdot E(P)$, $P=\frac{Rv}{2D}$, $E(P)=\int_{P}^{\infty} \frac{\exp(-x)}{x} dx$ is the exponential integral function, $\xi=1-\frac{2k}{[1+(\frac{2\pi}{P})^2]^{\frac{1}{2}}-1+2k}$, $v$ and $R$ are unknowns, and everything else is constant. To solve this equation, I use MATLAB (the core function is fzero) and suppose that $v$ is an array within a range $(10^{-2};10^2)$. The fzero function attempts to find a zero of one equation with one variable and might be called with either a one-element starting point or a two-element vector (starting interval).

My question is: how to effectively find a starting point?

I have started by solving this equation relative to $P$, and it was relatively easy to determine starting points $P_0$ for different intervals of the $v$ array by trial-and-error method. After finding $P$, it was easy to find $R$.

However, now I need to solve the equation relative to $R$ directly, without the $P$-step. The trial-and-error method is not the best option here, probably due to the type of the $R(v)$-dependence (please see below).

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I recommend using a global optimization solver.

You should be able to solve this, or at least try, using the BMIBNB global optimization solver https://yalmip.github.io/solver/bmibnb/ under YALMIP https://yalmip.github.io/tutorial/basics/ under MATLAB.

In particular, note that YALMIP supports the exponential integral, expint, https://yalmip.github.io/command/expint/

For this problem:

Declare the variables v and R as sdpvar.

Enter the equation, and lower and upper bounds on the variables, all inside [] , as the constraints in the 1st argument of the optimize command

Set the objective to [] as the 2nd argument in the optimize command.

Set 'bmibnb' as the solver using sdpsettings as the 3rd argument in the optimize command.

You do not need a starting value. You will need a local nonlinear solver installed under MATLAB which will be called by BMIBNB, as well as a MILP (Mixed Integer Linear Programming) solver to be called by BMIBNB.

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  • $\begingroup$ I upvoted with the note that, this might be very expensive for their problem. I would suggest, in addition to Mark's suggestion, to somehow linearize system, do one step and use it as an initial condition. For example, consider the following; $$v_0^2 \frac{\pi^2 \Gamma}{P^2 D^2} + v_0 \frac{mC_0(1-k)\xi}{D[1-(1-k)Iv(P)]} + G = 0$$ to obtain a guess for $R$ and $$v^2 \frac{\pi^2 \Gamma}{P_0^2 D^2} + v \frac{mC_0(1-k)\xi}{D[1-(1-k)Iv(P_0)]} + G = 0$$ to obtain a guess for $v$. $v_0$ and $P_0$ (hence $R_0$) can be chosen arbitrarily, $1$ probably would work. Or you can do multiple iterations... $\endgroup$ – Abdullah Ali Sivas Aug 5 at 21:56

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