HEUR CONSTRAINT PENALTY

Controls the constraint penalty heuristic. There’s nothing fancy about this one, it will simply reformulate the problem into:

$\min~f(x)+\alpha g(x)^2 + \beta h(x)^2$

The coefficient vectors for $\alpha$ and $\beta$, as well as the details for specific symbolic special cases are calculated automatically.

Works for all problem types, including MINLP.