Optimization

381Appendix B

yyy = func_val(X);

LAMBDA = LAMBDA + 2*RK*EQCONSTR;

BETA = BETA + 2*RK*(max([ICONSTR; -BETA./(2*RK)]));

fnew = func_val(X);

checkconstr1 = max([ineqconstr_val(X);checkconstr]);

disp([i X FVALUE norm([checkconstr1 eqconstr_val(X)])]);

if abs(fnew-fprev) < epsilon1

break

end

end

fprintf('___________________________________________________\n')

plot(X(1), (1+X(2)^2-X(1)-0.1*sin(3*pi*X(1))),'r*')

hold on

end

xlabel('f1')

ylabel('f2')

%

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% MATLAB code func_val.m

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% computes augmented Lagrangian function value

%

function y = func_val(x)

global LAMBDA RK BETA EQCONSTR ICONSTR FVALUE W1 W2

y = (1+x(2)^2-x(1)-0.1*sin(3*pi*x(1)));

g = ineqconstr_val(x); ...