lagrangian-core

Name: lagrangian-core
Rating: 5 (2 reviews)
Author: Sliky1

Augmented Lagrangian for constrained optimization. Handles convex QP, smooth NLP, non-convex NLP, distributed ADMM. Trigger on: constrained optimization, KKT, Lagrange multipliers, ALM, ADMM, multi-start, penalty methods.

2stars

Updated 21 days ago

View on GitHub ↗License: MIT

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Lagrangian Core Skill — v0.3.0

能力边界

方法路由

convex_qp/smooth_nlp → standard_solver
non_convex           → ALM(n_starts=5, uniform_random)
distributed          → ADMM

Step 3 — 稀疏JSON通道

{"step":3,"type":"augmented_lagrangian",
 "formula":"L_ρ=f(x)+Σλ·h(x)+Σμ·g(x)+ρ/2·||h||²",
 "multipliers":{"lambda":[0.0],"mu":[0.0]},
 "penalty":{"rho_init":1.0,"update_rule":"×1.5 if ||h||>tol"}}