cobyqa.framework.TrustRegion.merit

TrustRegion.merit(x, fun_val=None, cub_val=None, ceq_val=None)

Evaluate the merit function at a given point.

Parameters:

xnumpy.ndarray, shape (n,)

Point at which the merit function is evaluated.

fun_valfloat, optional

Value of the objective function at x. If not provided, the objective function is evaluated at x.

cub_valnumpy.ndarray, shape (m_nonlinear_ub,), optional

Values of the nonlinear inequality constraints. If not provided, the nonlinear inequality constraints are evaluated at x.

ceq_valnumpy.ndarray, shape (m_nonlinear_eq,), optional

Values of the nonlinear equality constraints. If not provided, the nonlinear equality constraints are evaluated at x.

Returns:

float

Value of the merit function at x.