Skip to main content

l1_violation

Function l1_violation 

Source
pub fn l1_violation(
    x: &[Number],
    c_vals: &[Number],
    bl: &[Number],
    bu: &[Number],
    xl: &[Number],
    xu: &[Number],
) -> Number
Expand description

l1 constraint + bound violation ‖max(bl − c, 0) + max(c − bu, 0)‖_1 (plus the same for variable bounds). Infinite bounds are treated as never violated.