constant_penalty
Use a simple weighted penalty to manage feasibility
Specification
Alias: None
Arguments: None
Default: algorithm dynamically adapts the constraint penalty
Description
Finally, constraint infeasibility can be managed in a somewhat more
sophisticated manner than the simple weighted penalty function. If
the constant_penalty
specification is used, then the simple
weighted penalty scheme described above is used. Otherwise, the
constraint penalty is adapted to the value constraint_penalty/L
,
where L is the the smallest step length used so far.