autopdex.models.aug_lag_potential

autopdex.models.aug_lag_potential(lag, constr, eps)

Augmented Lagrangian potential function for an inequality constraint (constr >= 0).

This function constructs a C1 continuous augmented Lagrangian potential that can be added to a potential function to enforce the inequality constraint. It is analogous to adding a term ‘lambda * g’ when imposing an equality constraint (g = 0). For maximization problems, the potential should be subtracted.

Parameters:

• lag – Scalar Lagrange multiplier.

• constr – Scalar evaluated constraint.

• eps – Scalar numerical parameter controlling the conditioning.

Returns:

The value of the augmented Lagrangian potential.