Optimization: principles and algorithms, by Michel Bierlaire
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List of Octave codes related to Chapter 19 of [1]. More...
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file | augmentedLagrangian.m |
Algorithm 19.1: augmented Lagrangian algorithm. | |
file | ex1905.m |
subject to
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file | ex1906.m |
subject to
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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]. | |
List of Octave codes related to Chapter 19 of [1].