object

sub_problem(Problem,OuterIteration,StartPoint,EqLambda,IneqLambda,Rho,Sign)

• Problem - The original constrained problem.

• OuterIteration - One-based outer iteration number.

• StartPoint - Point the inner solve should start from (the current outer iterate).

• EqLambda - Current equality-constraint multiplier estimates (possibly []).

• IneqLambda - Current inequality-constraint multiplier estimates (possibly []).

• Rho - Current penalty parameter.

• Sign - 1.0 to minimize the original objective, -1.0 to maximize it.

Internal augmented-Lagrangian penalized subproblem: objective(x) = Sign*f(x) + penalty(x), where penalty adds the Hestenes-Powell term for each equality constraint and the smooth Rockafellar/Bertsekas term for each inequality constraint at the current multiplier estimates EqLambda/IneqLambda and penalty parameter Rho. Instantiated fresh by augmented_lagrangian(_,_) every outer iteration, starting from StartPoint (the previous outer iterate, not Problem’s own initial_point/1, so each inner solve warm-starts from where the outer loop left off); not meant to be used directly.

Availability:

logtalk_load(constrained_optimization(loader))

Author: Paulo Moura

Version: 1:0:0

Date: 2026-09-03

Compilation flags:

static, context_switching_calls

Implements:

public local_optimization_problem_protocol

Imports:

public constrained_optimization_solver

Uses:

linear_algebra

list

Remarks:

(none)

Inherited public predicates:

 gradient/2  hessian/2  initial_point/1  objective/2  position_bounds/1  progress/5  stop_condition/3

Public predicates

(no local declarations; see entity ancestors if any)

Protected predicates

(no local declarations; see entity ancestors if any)

Private predicates

(no local declarations; see entity ancestors if any)

Operators

(none)