Handling Infeasibilities

By default, Xpress-SLP will include penalty error vectors in the augmented SLP structure. This feature adds explicit positive and negative slack vectors to all constraints (or, optionally, just to equality constraints) which include nonlinear coefficients. In many cases, this is itself enough to retain feasibility. There is also an opportunity to add penalty error vectors to all constraints, but this is not normally required.

During cascading (see next section), Xpress-SLP will ensure that the value of a cascaded variable is never set outside its lower and upper bounds (if these have been specified).