L2QuadraticPenalty

class kona.algorithms.util.merit.L2QuadraticPenalty(primal_factory, state_factory=None, eq_factory=None, ineq_factory=None, optns={}, out_file=<open file '<stdout>', mode 'w'>)

Bases: kona.algorithms.util.merit.MeritFunction

A merit function with L2 constraint norm pernalty term, used for constrained RSNK problems.

The merit function is defined as:

\[\mathcal(M)(x, s) = f(x, u(x)) + \frac{1}{2} \mu || c_{eq}(x, u(x)) ||^2 + \frac{1}{2} \mu || c_{in}(x, u(x)) - s ||^2\]

eval_func(alpha)

reset(kkt_start, u_start, search_dir, mu)