Posted by Thomas Floeck on October 13, 1997 at 06:37:32:
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):
with theta and rho being the lagrangemultiplier resp.
The iterative update is then:
Is that right?
I'd highly apppreciate any kind of help!