Most SCOLIB optimizers treat constraints with a simple penalty scheme
that adds constraint_penalty times the sum of squares of the
constraint violations to the objective function. The default value of
constraint_penalty is 1000.0, except for methods that dynamically
adapt their constraint penalty, for which the default value is 1.0.
Sandia National Laboratories is a multimission laboratory managed and operated by National Technology and Engineering Solutions of Sandia, LLC., a wholly owned subsidiary of Honeywell International, Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA-0003525.
