AugLag2Obj

The objective function of the augmented Lagrangian model, model. The following are its fields:

• model: the original model optimized
• x: the current primal solution
• λ: the current dual solution
• quadweight: the current quadratic penalty
• f: the current original objective value
• g: the current constraint function value

(obj::AugLag2Obj)(x::AbstractVector, λ::AbstractVector)

Evaluates the augmented Lagrangian at the primal solution x and the dual solution λ.

(obj::AugLag2Obj)(primaloptimizer::Function, λ::AbstractVector)

Evaluates the augmented Lagrangian at the dual solution λ where primaloptimizer(λ) returns a tuple of:

• The optimal primal solution x,
• The original objective value at the optimal x and the current λ, and
• The original constraint values at the optimal x and the current λ,

AugLag2Obj(model::VecModel)

Constructs the objective function from the model, model.