Problem 527. Augmented Lagrange Multiplier (ALM) Method
Write a function to find the values of a design variable vector, x, that minimizes a scalar objective function, f ( x ), given a function handle to f, and a starting guess, x0, subject to inequality and equality constraints with function handles g<=0 and h=0, respectively. Use the Augmented Lagrangian Multiplier Method (a.k.a., the Method of Multipliers) and return the estimate of Lagrange multipliers u for inequalities, and v for equality constraints.
Solution Stats
Solution Comments
Show commentsProblem Recent Solvers6
Suggested Problems
-
Return the 3n+1 sequence for n
8477 Solvers
-
180 Solvers
-
Find perfect placement of non-rotating dominoes (easier)
381 Solvers
-
middleAsColumn: Return all but first and last element as a column vector
642 Solvers
-
Get the length of a given vector
12819 Solvers
More from this Author17
Problem Tags
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!