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TheConstraintConsensusMethodfor.pdf

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INFORMS Journal on Computing informs ® Vol. 16, No. 3, Summer 2004, pp. 255–265 issn 0899-1499 eissn 1526-5528 04 1603 0255 doi 10.1287/ijoc.1030.0046 © 2004 INFORMS The Constraint Consensus Method for Finding Approximately Feasible Points in Nonlinear Programs John W. Chinneck Department of Systems and Computer Engineering, Carleton University, Ottawa, Ontario, K1S 5B6, Canada, chinneck@sce.carleton.ca 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 con- strained 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. Key words : nonlinear programming; feasibility; approximate algorithms History : Accepted by W. David Kelton; received October 2002; revised May 2003; accepted June 2003. 1. Introduction points will be placed in the region of interest around There are numerous nonlinear-programming applica- the feasible region. tions in which it is necessary to move very quickly For example, consider a t