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29040
2005 Mar 24
1
How to stop the minimization when the condition does not hold
Dear experts!
I have a minimization problem with non-linear constraint and Objective
function(theta)=lambda*(Constr)^2-f(x,theta). Theta is a vector of
parameters.
I'd like to stop the optimization after the value of the constraint is less
or equal some constant value, say d, and save the last computed value of the
function.
For this purpose, I thought to define the Objective function like