Augmented Lagrangian Multiplier Update

Problem

The augmented Lagrangian method updates the multiplier as lambda + rho * g(x), where g(x) is the equality constraint violation and rho the penalty parameter.

Given the multiplier, the violation, and rho, return the updated multiplier.

Hint

The dual variable accumulates the scaled violation.

Test cases

case 1

in: [0,1,10]

expected: 10

case 2

in: [2,-0.5,4]

expected: 0

case 3

in: [-1,0.25,8]

expected: 1

Starter codePython

def augmented_lagrangian_multiplier_update(multiplier, violation, rho):
    # Your code here
    pass

3 test cases · run your code against them in the editor