object

penalty_sub_problem(Problem,OuterIteration,StartPoint,Rho,Sign)

  • Problem - The original constrained problem.

  • OuterIteration - One-based outer iteration number.

  • StartPoint - Point the inner solve should start from (the current outer iterate).

  • Rho - Current penalty parameter.

  • Sign - 1.0 to minimize the original objective, -1.0 to maximize it.

Internal quadratic-penalty subproblem: objective(x) = Sign*f(x) + (rho/2)*(||g(x)||^2 + ||max(0,h(x))||^2). Instantiated fresh by quadratic_penalty(_,_) every outer iteration, starting from StartPoint (the previous outer iterate, so each inner solve warm-starts from where the outer loop left off); not meant to be used directly.

Availability:
logtalk_load(constrained_optimization(loader))
Author: Paulo Moura
Version: 1:0:0
Date: 2026-09-03
Compilation flags:
static, context_switching_calls
Implements:
public local_optimization_problem_protocol
Imports:
public constrained_optimization_solver
Uses:
linear_algebra
list
Remarks:
(none)
Inherited public predicates:
 gradient/2  hessian/2  initial_point/1  objective/2  position_bounds/1  progress/5  stop_condition/3

Public predicates

(no local declarations; see entity ancestors if any)

Protected predicates

(no local declarations; see entity ancestors if any)

Private predicates

(no local declarations; see entity ancestors if any)

Operators

(none)