The universal bound for describing how much the unscaled penalty-term may deviate from zero.
A double scalar value specifying the universal bound for describing how much the unscaled penalty-term may deviate from zero.
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.
| Exception Type | Condition |
|---|---|
| ArgumentException | is thrown if PenaltyBound is less than or equal to 0.0 |
MinConNLP Class | Imsl.Math Namespace