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Problem 527. Augmented Lagrange Multiplier (ALM) Method

Created by Robert Canfield

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.

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0 correct solutions 2 incorrect solutions
Last solution submitted on Jul 09, 2013