The present invention provides an algorithm that does not relax the
problem at the very onset, even if x.sub.f is infeasible. Instead, it
solves the EQP with the initial guess for the active set without relaxing
the problem. If this solution to the first EQP is not optimal, but
nevertheless feasible, we can use this as our guess for the feasible
point. This has the advantage of being a feasible point that is
consistent with the initial active set, whereas the initial guess used in
the previous method is not necessarily so.