object --+    
                  |    
BoundaryHandlerBase --+
                      |
                     BoundPenalty

Details

The penalty computes like sum(w[i] * (x[i]-xfeas[i])**2), where xfeas is the closest feasible (in-bounds) solution from x. The weight w[i] should be updated during each iteration using the update method.

Example:

>>> import cma
>>> cma.fmin(cma.felli, 6 * [1], 1,
...          {
...              'boundary_handling': 'BoundPenalty',
...              'bounds': [-1, 1],
...              'fixed_variables': {0: 0.012, 2:0.234}
...          })

Reference: Hansen et al 2009, A Method for Handling Uncertainty... IEEE TEC, with addendum, see http://www.lri.fr/~hansen/TEC2009online.pdf