Constraint reparameterization (source code)

= Constraint reparameterization

Represent feasible variables using unconstrained coordinates. For example, $x=a+e^y$ enforces $x>a$, while $x=a+y^2$ includes $x=a$ but introduces a stationary point at $y=0$. A transformation can change conditioning and does not remove a nonconvex objective's multiple extrema.