minimize_augmented_lagrangian

scirs2_optimize::constrained::augmented_lagrangian

Function minimize_augmented_lagrangian 

Source 
pub fn minimize_augmented_lagrangian<F, EqCon, IneqCon>(
    fun: F,
    x0: Array1<f64>,
    eq_constraints: Option<EqCon>,
    ineq_constraints: Option<IneqCon>,
    options: Option<AugmentedLagrangianOptions>,
) -> Result<AugmentedLagrangianResult, OptimizeError>
where
    F: Fn(&ArrayView1<'_, f64>) -> f64 + Clone,
    EqCon: Fn(&ArrayView1<'_, f64>) -> Array1<f64> + Clone,
    IneqCon: Fn(&ArrayView1<'_, f64>) -> Array1<f64> + Clone,
Expand description

Minimize a function subject to constraints using augmented Lagrangian method