[GSoC-PortA] min/max objectives

[Ross Bennett]

Thanks for the pointer. I've made the changes in commit r2466 to first
check if min or max has been violated and only then apply a penalty to
change out.

Thanks again!
Ross

On Fri, Jun 28, 2013 at 1:35 PM, Brian G. Peterson <brian at braverock.com>wrote:

> 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
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