Optimization: principles and algorithms, by Michel Bierlaire

Runs example 19.6 with the augmented lagrangian method of [1]. More...

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Detailed Description

Runs example 19.6 with the augmented lagrangian method of [1].

Note
Calls augmentedLagrangian
Remarks
The implementation of the augmented Lagrangian method called by this example is slightly different from the implementation used to generate Tables 19.3 and 19.4, so that the iterates are not the same.
Author
Michel Bierlaire
Date
Wed Mar 25 18:01:15 2015

Definition in file run1906.m.

Copyright 2015-2016 Michel Bierlaire