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Dakota Reference Manual
Version 6.15
Explore and Predict with Confidence
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Use a simple weighted penalty to manage feasibility
Alias: none
Argument(s): none
Default: algorithm dynamically adapts the constraint penalty
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.