Augmented Lagrangian Adaptive Barrier Minimization Algorithm for optimizing smooth nonlinear objective functions with constraints. Linear or nonlinear equality and inequality constraints are allowed.
Changes in "alabama" version 2010.10-1
o Added the Hessian computation in `auglag'.
o Added checks for the first- and second-order KKT conditions in `auglag'.
o Two of the convergence messages in `constrOptim.nl' where eliminated, because these were misleading.
Changes in "alabama" version 2011.3-1
o Fixed a bug in `auglag' related to KKT2 condition when eigenvalues of Hessian can be complex numbers.
This bug occured in 3 functions: auglag1, auglag2, and auglag3.
Changes in "alabama" version 2011.9-1
o Added `ilack.max' as a control parameter and increased it to 6 (it was previously hard coded and set to 3)
Changes in "alabama" version 2015.3-1
o Added `nlminb� as an algorithm for the inner loop optimization.
o Also added an option for checking the second-order KKT condition called `kkt2.check� which is TRUE/FALSE. The default is TRUE, but can be set to FALSE in problems where hessian evaluation can be time consuming.