Cody

Problem 527. Augmented Lagrange Multiplier (ALM) Method

Created by Robert Canfield in Community

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

15.22% Correct | 84.78% Incorrect
Last solution submitted on Apr 21, 2019