lagrpen.m

various matlab programs to slove various problems

function [x,vinc,nit]=lagrpen(x0,alpha0,beta,f,h,toll)
x = x0; [r,c]=size(h); vinc = 0;
for i=1:r,    vinc = max(vinc,eval(h(i,1:c)));   end
norm2h=['(',h(1,1:c),')^2'];
for i=2:r,    norm2h=[norm2h,'+(',h(i,1:c),')^2'];    end
alpha = alpha0; options(1)=0; options(2)=toll*0.1; nit = 0;
while vinc > toll
  g=[f,'+0.5*',num2str(alpha,16),'*',norm2h];
  [x]=fmins(g,x,options);
  vinc=0; nit = nit + 1;
  for i=1:r,  vinc = max(vinc,eval(h(i,1:c)));  end
  alpha=alpha*beta;
end
return