Suppose I have n generally nonlinear equations for n variables, like e.g. for n=2 the system F(x,y)=0
x^2 + 2*y - 4 = 0
sqrt(8)*x + y^2 - 5 = 0
By introducing variables for intermediate results, I can transform this into an (almost, at least, up to some additional singularities, which I don't care about for my question) equivalent set of equations with more variables, like e.g. the set of 4 equations for 4 variables G(x,y,z,w)=0
x^2*w = 1
z*w = 1
z + 2*y - 4 = 0
sqrt(8)*x + y^2 - 5 = 0
Now I want to solve a system like this numerically, say e.g., with a Newton-Krylov-Solver like KINSOL.
Is there any expectable or even provable advantage regarding convergence in using the system with redundant variables G over using the reduced system F? Or is it normally rather worse?
If this question can be answered at all, is the answer sensitive to choosing a different solver?
With hand-waving arguments I can equally well come to opposite speculations:
- The more variables, the more freedom the algorithm has for finding the roots, and doesn't get stuck so easily in difficult regions (like locally bad condition number or high curvature)
- The more variables, the higher dimensional the search space, and so the more likely it is that the algorithm can go astray
I can't imagine that this problem has never been dealt with before. But obviously I don't know the right keywords.