compare.m

Augmented Lagrangian Algorithms 求解非线性最化的局部最优解

%% the compare function is the stop condition
%% 
function f=compare( x )
global r_al pena N_equ N_inequ;
h_equ=0;
h_inequ=0;
temp_constrains=constrains( x );
N=N_equ+N_inequ;

for i=1:N
    %% the equality constrains part;
    if N_equ~=0 && N_equ>=i
            h_equ=h_equ + temp_constrains(i).^2;
    end
    %% the inequality constrains part;
    if N_inequ~=0 && i>N_equ       
            h_inequ=h_inequ + ( max( -temp_constrains(i), -r_al(i)/pena ) ).^2;     
    end
end
f=sqrt( h_equ +h_inequ );