eldo_user

Optimization
Normal and Elastic Modes of Termination
Figure 13-18. Illustration of Constraint Violations
To cope with this issue, the SQP optimizer can run in one of two different modes:
• normal mode
• elastic mode
The algorithm automatically enters the ‘elastic’ mode when a situation of infeasibility is
detected. This mode performs a shift of the bounds on constraints.
In our example, add a positive number v ≥ 0 to the upper bound UBOUND such that x 1 + x 2 ≤ -
1 + v then try to minimize the value of v, the constraint violation. This numerical modification is
graphically displayed in the right part of Figure 13-18, where the green colored area represents
the non empty feasible domain. It is clear that v = 1 is the smallest of the violation such that
there exist a feasible point.
If this simple problem is solved with the SQP optimizer, the .otm file gives the following results
for the optimized variable:
Section 2 - Status Of Variables
-------------------------------
Name Status Init Value Final Value Lower Bound
X1 BND 4.0000e+00 0.0000e+00 0.0000e+00
X2 BND 7.0000e+00 0.0000e+00 0.0000e+00
The final value of the parameters is (0,0).
The final status of the objective is given by:
660
Eldo® User's Manual, 15.3