Feasible Starting Point
Two algorithms are used to obtain a feasible starting point.
- When only boundary constraints are specified:
- If the parameter xj, , violates a
two-sided boundary constraint (or an equality constraint)
, the parameter is given a
new value inside the feasible interval, as follows:
- If the parameter xj, j = 1, ... ,n, violates a
one-sided boundary constraint or , the parameter is given a new value near the violated boundary,
- When general linear constraints are specified, a feasible point
is computed by the algorithm of Schittkowski and Stoer (1979),
that may be quite far from a user-specified infeasible
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.