search for: alamaba

...9; function. As a first attempt, I utilized only a single inequality constraint for z>0, all other z constraints are z=0, and the Z - sum(z) > 0 inequality constraint. I used default settings, except for attempts to utilize various 'methods', e.g. BFGS, Nelder-Mead. Review of the alamaba package source code leads me to believe that this code automatically generates the Lagrangian of the cost function augmented with Lagrangian multipliers, and also generates the gradient of the augmented Lagrangian. Hence, I assume (perhaps incorrectly), that auglag is automatically generating the...