gemseo.algos.opt.augmented_lagrangian.penalty_heuristic module#

Augmented Lagrangian penalty update scheme.

class AugmentedLagrangianPenaltyHeuristic(algo_name)[source]#

Bases: BaseAugmentedLagrangian

This class implements the penalty update scheme of [BMartinez14].

This class must be inherited in order to implement the function _update_lagrange_multipliers().

Notes

The missing current values of the DesignSpace attached to the OptimizationProblem are automatically initialized with the method DesignSpace.initialize_missing_current_values().

Parameters:

algo_name (str) -- The algorithm name.

Raises:

KeyError -- When the algorithm is not in the library.