In PuLP one may declare a constraint as elastic and add a penalty (https://www.coin-or.org/PuLP/pulp.html?highlight=lpsum#elastic-constraints).
Let’s say i have the elastic constraint C(x) = 200
. May I specify a penalty that increases the further C(X)
is away from 200 or may the penalty be only a fixed value?
In other words, may the penalty include decision variables?