The Constraint Consensus Method for Finding Approximately Feasible Points in Nonlinear Programs
INFORMS Journal on Computing · 2004 · Volume 16 · Issue 3
Abstract
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
nonlinear programming, feasibility, approximate algorithms
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