Files | |
| file | augmentedLagrangian.m [code] |
| Algorithm 19.1: augmented Lagrangian algorithm. | |
| file | ex1905.m [code] |
subject to
| |
| file | ex1906.m [code] |
subject to
| |
| 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]. | |
![\[\min f(x)=2(x_1^2+x_2^2-1)-x_1\]](form_90.png)
![\[x_1^2 + x_2^2 = 1 \]](form_91.png)
![\[\min f(x)=100(x_2-x_1^2)^2+(1-x_1)^2\]](form_92.png)
![\[x_1-x_2^2-\frac{1}{2} \]](form_93.png)