argaez_tapia
The merit function by Tapia and Argaez
Specification
Alias: None
Arguments: None
Description
The “argaez_tapia” merit function can be classified as a modified augmented Lagrangian function. The augmented Lagrangian is modified by adding to its penalty term a potential reduction function to handle the perturbed complementarity condition. The cost per linesearch iteration is one function evaluation. For more information, see [TA].
If the function evaluation is expensive or noisy, set the
merit_function to “argaez_tapia” or “van_shanno”.
