Constrained optimization using lagrange multipliers:
- batchoptim.py is the main file that implements the KKT solver.
- tstLagrange.py contains a few toy examples that can be used to test it.
- ConstrainedLsq.pdf is a 2010 tech report that provides the mathematical basis for this code.
If you find this code useful and use it in one or your publications, please reference
@techreport{Fua10, author = {P. Fua and V. Aydin and R. Urtasun and M. Salzmann}, title = {{Least-Squares Minimization Under Constraints}}, institution = {EPFL}, year = 2010 }