You can specify a starting point for the optimization. If the specified point is infeasible to linear and/or bound constraints, two schemes are used to obtain a feasible starting point (feasible to linear and bound constraints only), depending on the type of problem. They are as follows.

• When only bound constraints are specified:

  • If the variable , , violates a two-sided bound constraint , the variable is given a new value inside the feasible interval, as follows:

  • If the variable , , violates a one-sided bound constraint or , the variable is given a new value near the violated bound, as follows:

• When general linear constraints are specified, the scheme to find a feasible starting point involves two algorithms that 1) find a feasible point independent of the starting point or 2) find a feasible point closest to the starting point. Both algorithms are active set methods.