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.

Additional Metadata
Keywords Approximate algorithms, Feasibility, Nonlinear programming
Persistent URL dx.doi.org/10.1287/ijoc.1030.0046
Journal ORSA journal on computing
Citation
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