[GSoC-PortA] min/max objectives

[Brian G. Peterson]

On 06/28/2013 01:32 PM, Ross Bennett wrote:
> Thanks for the feedback. Yes, it does always penalize. The past few days
> I have been trying to use the turnover objective as a maximum allowable
> turnover and only penalize if turnover > objective$max, but I was
> getting results I was not expecting... it seemed to penalize even if the
> target value was greater than the calculated value. I'll test this a few
> different ways to try to get it working
>

If you're below a threshold, you should do nothing to change the 
objective at all.  You're below the threshold, so it shouldn't change 'out'.

-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock