Hooke-Jeeves algorithm evaluates the quality of a design
point using the combined value of the objective function and penalty function.
When calculating the penalty function of the design, the
Penalty Base option can be used for all
designs that violate at least one constraint. This allows the technique to
better differentiate feasible designs with a slightly higher objective function
from infeasible designs with a slightly lower objective function.
The total penalty function is calculated as follows:
where
is the
constraint violation value,
is the
corresponding weight factor, and
is the
corresponding scale factor. The penalty base is set to zero if no constraints
are violated. The default value is 0.0.
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