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.