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interior penalty function matlab code
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how to do matlab code about interior penalty function for
Minimize f(b1,b2)= (1/3(b1+1)^3)+b2
subject to
G1=-b1+1<=0
G2=-b2<=0
Please show me how I can do it give me code example
The compine the constraints with the objective function and develop a pseudo-objective function as follows:
F(b1,b2,r)=(1/3*(b1+1)^3+b2-r*(1/(1-b1)-1/b2))
Thanks
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