TY - JOUR
T1 - Improving solver success in reaching feasibility for sets of nonlinear constraints
AU - Ibrahim, Walid
AU - Chinneck, John W.
N1 - Funding Information:
Michael Saunders of Stanford University provided helpful comments on early drafts of this paper, as did Richard Waltz of Northwestern University. The support of this research via a Discovery Grant to John Chinneck from the Natural Sciences and Engineering Research Council of Canada is gratefully acknowledged.
PY - 2008/5
Y1 - 2008/5
N2 - Whether a given nonlinear solver can reach a feasible point for a set of nonlinear constraints depends heavily on the initial point provided. We develop a range of computationally cheap constraint consensus algorithms that move from a given initial point to a better final point that is then passed to the nonlinear solver. Empirical tests show that this added step greatly improves the success rate of various nonlinear solvers in reaching feasibility, and reduces the effort they expend in doing so. We also develop a new initial point placement heuristic for use when an initial point is not provided by the modeller. Empirical tests show much improved performance for this new heuristic, both alone and in conjunction with the constraint consensus algorithms.
AB - Whether a given nonlinear solver can reach a feasible point for a set of nonlinear constraints depends heavily on the initial point provided. We develop a range of computationally cheap constraint consensus algorithms that move from a given initial point to a better final point that is then passed to the nonlinear solver. Empirical tests show that this added step greatly improves the success rate of various nonlinear solvers in reaching feasibility, and reduces the effort they expend in doing so. We also develop a new initial point placement heuristic for use when an initial point is not provided by the modeller. Empirical tests show much improved performance for this new heuristic, both alone and in conjunction with the constraint consensus algorithms.
KW - Constraint consensus
KW - Heuristics
KW - Initial point placement
KW - Nonlinear feasibility
KW - Point improvement
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U2 - 10.1016/j.cor.2006.08.002
DO - 10.1016/j.cor.2006.08.002
M3 - Article
AN - SCOPUS:34748845734
VL - 35
SP - 1394
EP - 1411
JO - Computers and Operations Research
JF - Computers and Operations Research
SN - 0305-0548
IS - 5
ER -