The “van_shanno” merit function can be classified as a penalty
function for the logarithmic barrier formulation of the nonlinear
programming problem. The cost per linesearch iteration is one function
evaluation. For more information see [VS99].
If the function evaluation is expensive or noisy, set the
merit_function to “argaez_tapia” or “van_shanno”.
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.
