A NONLINEAR FEASIBILITY PROBLEM HEURISTIC

In this work we consider a region S ⊂ given by a finite number of nonlinear smooth convex inequalities and having nonempty interior. We assume a point x 0 is given, which is close in certain norm to the analytic center of S, and that a new nonlinear smooth convex inequality is added to those defining S (perturbed region). It is constructively shown how to obtain a shift of the right-hand side of this inequality such that the point x 0 is still close (in the same norm) to the analytic center of this shifted region. Starting from this point and using the theoretical results shown, we develop a heuristic that allows us to obtain the approximate analytic center of the perturbed region. Then, we present a procedure to solve the problem of nonlinear feasibility. The procedure was implemented and we performed some numerical tests for the quadratic (random) case.

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Bibliographic Details
Main Authors: Ventura,Sergio Drumond, Delgado,Angel Ramon Sanchez, Gonzaga,Clóvis Caesar
Format: Digital revista
Language:English
Published: Sociedade Brasileira de Pesquisa Operacional 2015
Online Access:http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382015000100107
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