Augmented Lagrangian

Version 1.1 (7.88 KB) by Adrien Besson
The toolbox implements the Augmented Lagrangian algorithm
0.0
(0)
1.2K Downloads
Updated 30 Apr 2015

View License

The toolbox implements the well known Augmented Lagrangian algorithm and applies it to an example (Hock and Schittkovski GLR-P1-1).
Two linesearch methods have been investigated. One based on a Newton method and the other based on built-in matlab function fminsearch.
It takes as input several parameters (number of iterations, initial guess about primal and dual variables...). It takes also as input the Lagrangian and its gradient and hessian.

Cite As

Adrien Besson (2024). Augmented Lagrangian (https://www.mathworks.com/matlabcentral/fileexchange/50692-augmented-lagrangian), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2014b
Compatible with any release
Platform Compatibility
Windows macOS Linux

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

AugmentedLagrangian/

AugmentedLagrangian/Function1/

AugmentedLagrangian/src/

Version Published Release Notes
1.1

Remove the dummy fa1.m files
1.0.0.0