This paper develops a method for moving quickly and cheaply from an arbitrary initial point at an extreme distance from the feasible region to a point that is relatively near the feasible region of a nonlinearly constrained model. The method is a variant of a projection algorithm that is shown to be robust, even in the presence of nonconvex constraints and infeasibility. Empirical results are presented.

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Keywords Approximate algorithms, Feasibility, Nonlinear programming
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Journal ORSA journal on computing
Chinneck, J. (2004). The constraint consensus method for finding approximately feasible points in nonlinear programs. ORSA journal on computing, 16(3), 255–265. doi:10.1287/ijoc.1030.0046