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
Problem Comments
Solution Comments
Show comments
Loading...
Problem Recent Solvers8
Suggested Problems
-
2425 Solvers
-
Find state names that start with the letter N
1507 Solvers
-
Biggest Value in the (Neighbor)Hood
28 Solvers
-
576 Solvers
-
Reverse the elements of an array
1144 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!