Infeasibility resolution based on goal programming

Abstract

Infeasibility resolution is an important aspect of infeasibility analysis. This paper proposes a multi-objective programming model for infeasibility resolution and develops a method based on l ∞ norm goal programming to solve the problem. Any solution is at least weakly efficient and any efficient solution is reachable by regulating the weights. For the special case of irreducibly inconsistent linear systems, any solution is guaranteed to be efficient. The method is capable of handling both linear and nonlinear/non-convex cases, as demonstrated by the numerical examples.