The constraint consensus method for finding approximately feasible points in nonlinear programs
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.
|Keywords||Approximate algorithms, Feasibility, Nonlinear programming|
|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