Augmented Lagrangian and Penalty Methods

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

Answer 1

[Alan Weiss]

Sounds like a homework problem. I suggest that you consult the documentation for passing extra parameters, such as

Passing Extra Parameters

or

Parameterizing Functions.

Alan Weiss

MATLAB mathematical toolbox documentation