Augmented Lagrangian and Penalty Methods

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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
Thankyou

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
or
Alan Weiss
MATLAB mathematical toolbox documentation

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