[Maxima] Question on augmented_lagrangian_method
ko at research.att.com
Fri May 18 08:52:34 CDT 2007
I am trying to use augmented_lagrangian_method() to minimize
h(x,y,z,w) := x*log(x) + y*log(y) + z*log(z) + w*log(w)
where x,y,z,w > 0, subject to the constraints x+y+z+w=1 and
3x + 10y = 2.
This is a strictly convex function over a convex domain, so
there is a unique global minimum, and in this case it is
The problem is that augmented_lagrangian_method() cannot
seem to find this point.
Specifically, I do
[0.45,0.25,0.65,0.2], iprint = [-1,0], niter = 30);
and I get
which is rather far from the correct answer.
And augmented_lagrangian converges to this same wrong answer
no matter what initial point I use.
Am I doing something wrong here?
(I found the correct answer I cited above using Mathematica
5, with little trouble.)
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