Posted by Thomas Floeck on October 13, 1997 at 06:37:32:

Hi networld,

is there anyone familiar with solving following problem:

f=min s.t. g>0 by introducing slackvariable s>0 to

obtain: k=g-s=0 (this approach won't do me any numerical

harm because of the system being low dimensioned.)

Due to Rockafellar (augmented Lagrangian):

f+2*theta*k+rho*k*k=f-theta*theta/rho=min

with theta and rho being the lagrangemultiplier resp.

the penaltyparameter.

The iterative update is then:

theta^(n+1)=theta^(n)+rho*g^(n)

Is that right?

I'd highly apppreciate any kind of help!

TIA

Thom@s

- Re: crucial constrained optimization problem
**sherif m. aly***02:33:22 6/12/98*(0) - Re: crucial constrained optimization problem
**thomas floeck***04:15:30 10/14/97*(1)- Re: crucial constrained optimization problem
**Scott Betts***10:27:48 10/27/97*(0)

- Re: crucial constrained optimization problem