Self torture
Bhagavad-gita As It Is
BG Chapters 13 - 18
Penance performed out of foolishness, with self-torture or to destroy or injure others, is said to be in the mode of ignorance.
BG 17.19, Translation and Purport: Penance performed out of foolishness, with self-torture or to destroy or injure others, is said to be in the mode of ignorance.
There are instances of foolish penance undertaken by demons like Hiraṇyakaśipu, who performed austere penances to become immortal and kill the demigods. He prayed to Brahmā for such things, but ultimately he was killed by the Supreme Personality of Godhead. To undergo penances for something which is impossible is certainly in the mode of ignorance.