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The Approximate Feasible Point Finder

 

If there are only equality constraints, GlobSol finds approximate feasible points by generalized Newton iteration on the underdetermined system C(X)=0, where C is as in Problem 2. That is, iteration of the form
 equation417
are used, where tex2html_wrap_inline1070 is the Moore-Penrose inverse of the Jacobi matrix of the constraints; see [15] for a review of the theory. GlobSol combines the iteration 13 with a special random search to generate feasible points effectively.

If inequality constraints tex2html_wrap_inline1072 are also part of the problem, they are ignored during the iteration if they are satisfied at the present iterate. If, at the present iterate X, some tex2html_wrap_inline1076, tex2html_wrap_inline1076 is subsequently treated as an equality constraint tex2html_wrap_inline1056.

For details, see [9].



R. Baker Kearfott
Wed May 27 11:22:02 CDT 1998