On Oct 17, 2011, at 9:00 AM, Edd Barrett wrote:

What I find interesting here is that an equality, say 'x[0] = 0' is
still subject to convergence; that is, you might get something very
close to 0, but not exactly. Is this right, or would this
suggest something is wrong? I would have thought that there is
absolutely no "slack" in an equality, as otherwise the solution is not
feasible.

In general, you can only converge asymptotically to a solution that obeys the equality constraints (limited eventually by roundoff errors). In any finite number of steps they are only approximately met.

This is intrinsic to the algorithms, since you are in general asking them to solve an arbitrary nonlinear root-finding problem to satisfy nonlinear equality constraints.
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