IMSL C# Numerical Library

MinConNLP.PenaltyBound Property

The universal bound for describing how much the unscaled penalty-term may deviate from zero.

public double PenaltyBound {get; set;}

Property Value

A double scalar value specifying the universal bound for describing how much the unscaled penalty-term may deviate from zero.

Remarks

A small PenaltyBound diminishes the efficiency of the solver because the iterates then will follow the boundary of the feasible set closely. Conversely, a large PenaltyBound may degrade the reliability of the code. By default, PenaltyBound is set to 1.0.

Exceptions

Exception Type Condition
ArgumentException is thrown if PenaltyBound is less than or equal to 0.0

See Also

MinConNLP Class | Imsl.Math Namespace