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”.