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5. HEUR CONSTRAINT PENALTY

# HEUR CONSTRAINT PENALTY

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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