The universal bound for describing how much the unscaled penalty-term may deviate from zero.

Namespace: Imsl.Math
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0

Syntax

C#
public double PenaltyBound { get; set; }
Visual Basic (Declaration)
Public Property PenaltyBound As Double
Visual C++
public:
property double PenaltyBound {
	double get ();
	void set (double value);
}

Field Value

A double scalar value specifying the universal bound for describing how much the unscaled penalty-term may deviate from zero.

Remarks

A small PenaltyBound diminishes the efficiency of the solver because the iterates then will follow the boundary of the feasible set closely. Conversely, a large PenaltyBound may degrade the reliability of the code. By default, PenaltyBound is set to 1.0.

Exceptions

ExceptionCondition
System..::.ArgumentException is thrown if PenaltyBound is less than or equal to 0.0

See Also