Optimization: principles and algorithms, by Michel Bierlaire
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Files | |
file | augmentedLagrangian.m [code] |
Algorithm 19.1: augmented Lagrangian algorithm. | |
file | ex1905.m [code] |
subject to
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file | ex1906.m [code] |
subject to
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file | Lc.m [code] |
file | run1905.m [code] |
Runs example 19.5 with the augmented lagrangian method of [1]. | |
file | run1906.m [code] |
Runs example 19.6 with the augmented lagrangian method of [1]. | |