Step 1. Set . Let and be the initial lower and upper bounds of , that is, where , can be | assigned an arbitrarily sufficiently large value to make inequalities (25)-(26) have initial feasible solution set | . | Step 2. At , compute . | Step 3. Use Algorithm 1 to check whether the feasible solution set satisfying inequality (15). If exists, set . | Otherwise, set . | Step 4. If , where is the assumed calculation accuracy, set optimal performance index and exit. | Otherwise, set , go to Step 2. |
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