How to implement the augmented lagarangian method?

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Rawan hamdi
Rawan hamdi 2013 年 4 月 23 日
Hi, i have a function like this
x = ||g-u||.^2 + lambda.*R
where g,u and R are matrices of same size,and lambda is some constant now i want to optimize this equation using lagarangian method,any help?

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