This paper describes a new algorithm for solving nonlinear programming problems with equality constraints. The method introduces the idea of using trust cylinders to keep the infeasibility under control. Each time the trust cylinder is violated, a restoration step is called and the infeasibility level is reduced. The radius of the trust cylinder has a nonincreasing update scheme, so eventually ...

Dynamic real-time optimization (DRTO) systems sometimes fail when solving intrinsic optimization problems. There are situations where the solution is infeasible due to the initial conditions, constraint changes during operation, or even the presence of conflicts on constraint specifications. By using a goal programming approach, this work proposes a method to solve these infeasibilities by refo...

This paper deals with fuzzy optimization schemes for managing a portfolio in the framework of risk–return trade-off. Different models coexist to select the best portfolio according to their respective objective functions and many of them are linearly constrained. We are concerned with the infeasible instances of such models. This infeasibility, usually provoked by the conflict between the desir...

This paper describes a new algorithm for solving nonlinear programming problems with equality constraints. The method introduces the idea of using trust cylinders to keep the infeasibility under control. Each time the trust cylinder is violated, a restoration step is called and the infeasibility level is reduced. The radius of the trust cylinder has a nonincreasing update scheme, so eventually ...

The problem due to the statically indeterminate contact forces arising in indeterminate frictional enveloping grasps is addressed in the paper. First of all, we show that the statical model for the contact forces is incomplete in the sense that the mathematical frictional forces may have an infeasible component. To resolve this infeasibility, we directly derive the enveloping grasp infeasibilit...

We discuss infeasibility analysis (study of changes needed to make an infeasible system feasible) for systems of linear constraints.

Abstract The analysis of infeasible subproblems plays an important role in solving mixed integer programs (MIPs) and is implemented most major MIP solvers. There are two fundamentally different concepts to generate valid global constraints from subproblems: conflict graph dual proof analysis. While detects sets contradicting variable bounds implication graph, derives linear the LP’s unboundedne...