Optimization: principles and algorithms, by Michel Bierlaire
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Augmented Lagrangian method

List of Octave codes related to Chapter 19 of [1]. More...

Files

file  augmentedLagrangian.m
 Algorithm 19.1: augmented Lagrangian algorithm.
 
file  ex1905.m
 

\[\min f(x)=2(x_1^2+x_2^2-1)-x_1\]

subject to

\[x_1^2 + x_2^2 = 1 \]


 
file  ex1906.m
 

\[\min f(x)=100(x_2-x_1^2)^2+(1-x_1)^2\]

subject to

\[x_1-x_2^2-\frac{1}{2} \]


 
file  run1905.m
 Runs example 19.5 with the augmented lagrangian method of [1].
 
file  run1906.m
 Runs example 19.6 with the augmented lagrangian method of [1].
 

Detailed Description

List of Octave codes related to Chapter 19 of [1].

Copyright 2015-2016 Michel Bierlaire