PenaltyFunctions.jl
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Will this repo contain hard constraints?
Simple example:
minimize f(x)
subject to x > 0
The non-negativity constraint can be thought of as a penalty function:
minimize f(x) + g(x)
Where g(x) = any(x) <= 0 ? Inf : 0
I have some code here that could be ported: https://github.com/JuliaML/ObjectiveFunctions.jl/tree/alex/src/constraints