in the GoldfarbIdnani solver , is there a way to impose soft constraints ?

[laksh...@gmail.com]

If the problem has no solution then can the inequality constraints be relaxed in some cost sensitive way?

Let's say the "hard" constraints would have high penalty for violation , while the "soft" ones have varying degrees from high to low. This ordering could guide the solution to a feasible region in steps , while keeping costs within bounds.

Is there such a class in Accord.Net package?


Thanks

Sri