# crucial constrained optimization problem

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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
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