Octeract Engine Options

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HEUR CONSTRAINT PENALTY

Name:HEUR_CONSTRAINT_PENALTY
Type:string
Default Value:OFF
Available Options:OFF, NONLINEAR_CONSTRAINTS, ALL_CONSTRAINTS

Controls the constraint penalty heuristic. There’s nothing fancy about this one, it will simply reformulate the problem into:

\(\min~f(x)+\alpha g(x)^2 + \beta h(x)^2\)

The coefficient vectors for \(\alpha\) and \(\beta\), as well as the details for specific symbolic special cases are calculated automatically.

Works for all problem types, including MINLP.

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