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augmented_Lagrangian_method.md

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Augmented Lagrangian method

CurrentModule = Manopt
  augmented_Lagrangian_method
  augmented_Lagrangian_method!

State

AugmentedLagrangianMethodState

Helping functions

AugmentedLagrangianCost
AugmentedLagrangianGrad

[Technical details](@id sec-agd-technical-details)

The augmented_Lagrangian_method solver requires the following functions of a manifold to be available

  • A [copyto!](@extref Base.copyto!-Tuple{AbstractManifold, Any, Any})(M, q, p) and [copy](@extref Base.copy-Tuple{AbstractManifold, Any})(M,p)` for points.
  • Everything the subsolver requires, which by default is the quasi_Newton method
  • A [zero_vector](@extref ManifoldsBase.zero_vector-Tuple{AbstractManifold, Any})(M,p).

Literature

Pages = ["augmented_Lagrangian_method.md"]
Canonical=false