Added separate module for external penalty function

Python-Ensemble-Toolbox · Jul 8, 2024 · 751171d · 751171d
1 parent 6b0524b
commit 751171d
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diff --git a/popt/cost_functions/epf.py b/popt/cost_functions/epf.py
@@ -0,0 +1,10 @@
+import numpy as np
+
+def epf(r, c_eq=0, c_iq=0):
+    r"""
+    The external penalty function, given as
+    .. math::
+        0.5r(\sum(c_eq^2) + \sum(\max(c_iq,0)^2)
+    """
+
+    return r*0.5*( np.sum(c_eq**2) + np.sum(np.maximum(-c_iq,0)**2) )
diff --git a/popt/cost_functions/quadratic.py b/popt/cost_functions/quadratic.py
@@ -1,4 +1,5 @@
 import numpy as np
+from popt.cost_functions.epf import epf
 
 
 def quadratic(state, *args, **kwargs):
@@ -23,7 +24,7 @@ def quadratic(state, *args, **kwargs):
 		if r >= 0:
 			c_eq = g(x[:, i])
 			c_iq = h(x[:, i])
-			f[i] += r*0.5*( np.sum(c_eq**2) + np.sum(np.maximum(-c_iq,0)**2) )
+			f[i] += epf(r, c_eq=c_eq, c_iq=c_iq) 
 
 	return f