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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

11.43% Correct | 88.57% Incorrect
Last solution submitted on May 25, 2016
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