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Will this repo contain hard constraints?

Open ahwillia opened this issue 7 years ago • 3 comments

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

ahwillia avatar Aug 27 '16 16:08 ahwillia