Created
September 27, 2021 13:33
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| f = @(x) x.^2; %objective | |
| f1 = @(x) 1-x; %inequality constraint | |
| L = @(x,lambda) f(x) + lambda.*f1(x); %lagrangian | |
| g = @(lambda) -1/4*lambda.^2 + lambda; %dual function | |
| %% | |
| [X,Lambda] = meshgrid((-1:0.01:1), (-0.5:0.01:1.5)); | |
| alpha = 3; %scale x | |
| beta = 4; %scale lambda |
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