Please, be aware that test cases don't necessarily use all the same penalty parameters. For instance, I have used 1e6 for cases 2,3,4 & 6 and 1e4 for cases 1 & 5. It all depends on which method one uses for the exterior penalty (and approximations may fail because of it).
In a sense, it is like trying to find the secret formula instead of finding the minimum value of a function.
Twins in a Window
Is this matrix orthogonal?
Generate a random matrix A of (1,-1)
Dots in a Circle
Gauss Eliminate 2-by-2 example
Quasi-Newton Method for Unconstrained Minimization using BFGS Update
Bisection method of finding a root.
Partial pivoting for Gauss Elimination
Augmented Lagrange Multiplier (ALM) Method
Choose a web site to get translated content where available and see local events and offers. Based on your location, we recommend that you select: .
You can also select a web site from the following list:
Select the China site (in Chinese or English) for best site performance. Other MathWorks country sites are not optimized for visits from your location.
Contact your local office