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Lecture 14 Lagrange multipliers and penalty function method Augmented Lagrangian
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Lecture course 236330, Introduction to Optimization, by Michael Zibulevsky, Technion • Lagrange multipliers via penalty function method 0:0 (slides 5:54, 16:30 ) • Penalty for equality constraints 16:36 (slides penalty 21:08; optimality conditions 24:39) • Barrier method 24:44 (slide 32:24) • Augmented Lagrangian method (or method of multipliers) 32:28 (slides 41:55, 48:40, 51:08) • Augmented Lagrangian for equality constraints 51:11 (slides 53:44) • Optimal solution in one step, when multipliers are known 53:55 (slides 01:02:13 )
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