ParametricInstance #146
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ParametricInstance #146
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termoshtt
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termoshtt
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Split from #146 - Substitute decision variables partially. For example, substitute $x_1 = 1$ to $x_1 x_2 + x_1 + 1$ yielding $x_2 + 2$
…f DecisionVariable
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termoshtt
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Nov 29, 2024
Penalty method translates constraint optimization problem
$$
\begin{align*}
\min & f(x) & \\
\text{s.t.} & g_i(x) &= 0 & \forall i
\end{align*}
$$
into parametrized unconstrained optimization problem
$$
\min f(x) + \sum_i \rho_i |g(x)|^2
$$
with parameters $\rho_i$. Using `ParametricInstance` intoduced #146, it
can be represented as it is.
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ommx.v1.ParametricInstancemessage to represent QUBO without fixing penalty weight.