Will this repo contain hard constraints?

[ahwillia]

Simple example:

minimize     f(x)
subject to   x > 0

The non-negativity constraint can be thought of as a penalty function:

minimize     f(x) + g(x)

Where g(x) = any(x) <= 0 ? Inf : 0

I have some code here that could be ported: https://github.com/JuliaML/ObjectiveFunctions.jl/tree/alex/src/constraints

[joshday]

Very cool. I did look through your branch in ObjectiveFunctions, but I missed this. We should definitely include it.

[joshday]

Let me know if you'd like to start making changes here and I'll stop working directly with master.

[Evizero]

looking at this now, with the current API, I think all the linked constraints of @ahwillia can almost be carbon copied over to PenaltyFunctions. The only thing that would change is the base-class from Penalty to ArrayPenalty.

Is this still in everyones interest? if so I'll add it on my todo list.