Augmented Lagrangian and Penalty Methods

7 views (last 30 days)
Emily Tabb
Emily Tabb on 23 Sep 2021
Answered: Alan Weiss on 24 Sep 2021
Consider the following parametrized optimization problem.
min (x(1) − 1)^2 + (x(2) − 3)^2
subject to
x(1)^2 − ε ≤ x(2)
x(2) ≤ 0.
Write a nested function file to solve this problem for a given initial x = (1, 3) value and a give value of ε > 0 and to also plot the results.
I'm really stuck on how to solve this can anyone please help me

Answers (1)

Alan Weiss
Alan Weiss on 24 Sep 2021
Sounds like a homework problem. I suggest that you consult the documentation for passing extra parameters, such as
Alan Weiss
MATLAB mathematical toolbox documentation


Community Treasure Hunt

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

Start Hunting!