| 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.