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alexe15 / ALADIN.m

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Implement auto scaling for mu? #44

Closed alexe15 closed 4 years ago

alexe15 commented 4 years ago

Use the rule from Bersekas book page chapter 4.2.2 according to decrease in constraint violation

alexe15 commented 4 years ago

Done based on Bertsekas rule. Works well in default mode, maybe improvement in the future?