/ALM

Augmented Lagrange Multiplier Method

Primary LanguageMATLAB

ALM

this program use Augmented Lagrange Multiplier to solve problem with matlab.

Minimize: f = (x1 - 1)^2 + (x2 - 2)^2 -4

Subject to: x1 + x2 = 4, x1 >= 0, x2 >= 0

Answer: x1 = 2.1667, x2 = 1.8333, f(min) = -3.973