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Augmented Lagrangian method for constrained optimization.
Converts a constrained problem into a sequence of unconstrained (or bound-constrained) subproblems by penalizing constraint violations and maintaining Lagrange multiplier estimates.
Author: Moussa Leblouba Date: 8 February 2026 Modified: 2 May 2026
Structs§
- AugLag
Options - Options for the Augmented Lagrangian outer loop.
Functions§
- augmented_
lagrangian_ minimize - Solve a constrained optimization problem using the Augmented Lagrangian method.