At the moment, we are adding constraints as penalty functions. Nevergrad also has register_cheap_constraint. The goal of this issue is twofold:
Understand what exactly register_cheap_constraint does and whether it could be better than penalties in theory
If theoretically desirable, empirically compare the performance of both methods
Additionally, nevergrad's minimize function also has a constraint_violations argument (see here). How does this compare to penalties or registered constraints?
At the moment, we are adding constraints as penalty functions. Nevergrad also has
register_cheap_constraint
. The goal of this issue is twofold:register_cheap_constraint
does and whether it could be better than penalties in theoryAdditionally, nevergrad's minimize function also has a
constraint_violations
argument (see here). How does this compare to penalties or registered constraints?