pub fn with_penalty(
q: &[Vec<f64>],
b: &[f64],
g: &[f64],
c: f64,
lambda: f64,
) -> (Vec<Vec<f64>>, Vec<f64>)Expand description
Fold one soft equality constraint gᵀx = c into the quadratic as a virtual spring:
f(x) + λ(gᵀx − c)² ⇒ Q += 2λ·ggᵀ, b −= 2λc·g. Stiffer springs pull the settled
answer closer to the constraint surface — the quadratic-penalty form (primal-dual
dynamics are the ledgered future).