Optimization: Replace NaN by Inf

[Etienne Grossmann]

  Hello,

  when optimizing a function 'f', I am tempted to replace any NaNs
that it returns by Infs. This way, the returned value can be compared
w/ other values, and the optimization algorithm is happy.

  Can anyone think of a reason not to replace NaNs by Infs inside an
optimization algorithm?

  If not, I'll have my various optimization functions do the
replacement. 

  Etienne



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