# Questions tagged [penalty-based-optimization]

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### choose constraint from IIS to build penalty function

Suppose I have a single objective optimization model whose constraints are all composed of linear equations and linear inequalities, and now that it is proven to be infeasible in a calculation using ...
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### How to model a penalty for exceeding a threshold in a nonlinear optimization problem using IPOPT?

I'm working on a nonlinear optimization problem where I have a decision variable representing my product's price (P_m) and a constant representing my competitor's price (P_c). I want to introduce a ...
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### Optimization Problem with a Penalty Factor

I am working on an investment optimization problem where I'm trying to maximize returns over a 20-year period with a given total budget. The investment involves an initial capital and annual ...
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### Assignment Problem - Students and teachers

I ran across this problem at work and I'm sure that we can optimize it with OR. I have $n(T) = 4$ teachers and $n(S) = 7$ students that should have a weekly individual class. If a student $s$ has a ...
• 133
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### Difficulties with Finding a Proper Penalty Value for the Progressive Hedging Algorithm

Recently, I've been working on some two-stage stochastic programming problems. Due to the presence of integer second-stage variables in the model, I've preferred to use the Progressive Hedging ...
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