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Errata for Algorithms for Optimization book
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page 183 Algorithm 10.2 error #12

Closed stumarcus314 closed 4 years ago

stumarcus314 commented 4 years ago

The final two lines in the for loop of Algorithm 10.2 augmented_lagrange_method on page 183 should be swapped. That is, the final two lines should be: \lambda -= \rho h(x) \rho = \gamma The Lagrange multiplier estimate \lambda should be updated before the penalty factor \rho is increased.

tawheeler commented 4 years ago

Thank you - that is a sneaky little error. Fixed.

mykelk commented 4 years ago

Thanks so much!

stumarcus314 commented 4 years ago

You can credit Stuart Rogers instead of stumarcus576.

On Sun, Dec 15, 2019 at 12:26 PM Mykel Kochenderfer < notifications@github.com> wrote:

Thanks so much!

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mykelk commented 4 years ago

Done!