How can I see the values of updated multiplier and increased penalty when I run patternsearch?
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Dear all.
I would like to know how can I see the values of updated multiplier and increased penalty parameter when I use patternsearch?
In particular, when performing constraint optimization using patternsearch, MATLAB performs an Augmented Lagrangian Pattern Search (ALPS) to transform to the unconstrained optimization problem.
Then, I want to know the Lagrange multiplier estimates and penalty parameter for each iteration.
Please someone help me.
Thank you for your help in advance.
Sincerely.
1 Comment
BAHADIR SARIKAYA
on 20 Mar 2019
Hello,
I'm also interested in penalty parameters and updated multiplers. Did you find a way to access those parameters?
Thanks
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