How to apply inequality constraints in Mystic
问题 I'm trying to maximise an objective subject to an inequality constraint using Mystic but am struggling to see how to apply the penalty constraints. The problem is non-convex and involves maximising the objective where there is only one variable that will be changing (x). I'm trying Mystic because I've heard that it is good for large scale optimisation, and x is a 1D array contain millions of items (size N). There are three 1-D arrays of numbers a, b, and c all with N number of values, (the