object

augmented_lagrangian(Problem,InnerSolver)

• Problem - Problem object implementing constrained_optimization_problem_protocol.

• InnerSolver - Atom naming a local_optimization solver class taking a single problem parameter, e.g. bfgs or lbfgs. Constructed dynamically each outer iteration as InnerSolver(SubProblem).

Augmented Lagrangian method for problems with general equality and inequality constraints, delegating each penalized subproblem to an existing local optimization solver.

Availability:

logtalk_load(constrained_optimization(loader))

Author: Paulo Moura

Version: 1:0:0

Date: 2026-09-03

Compilation flags:

static, context_switching_calls

Imports:

public constrained_optimization_solver

public local_optimization_solver(Problem)

Uses:

linear_algebra

list

Remarks:

(none)

Inherited public predicates:

 check_option/1  check_options/1  default_option/1  default_options/1  option/2  option/3  run/2  run/3  run/4  valid_option/1  valid_options/1

Public predicates

(no local declarations; see entity ancestors if any)

Protected predicates

(no local declarations; see entity ancestors if any)

Private predicates

(no local declarations; see entity ancestors if any)

Operators

(none)

See also

constrained_optimization_problem_protocol, sqp_active_set(Problem), local_optimization_solver(Problem), bfgs(Problem), lbfgs(Problem)