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MariaLavrovskaya/duality-show.m

Created September 27, 2021 13:33
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duality-show.m
f = @(x) x.^2; %objective
f1 = @(x) 1-x; %inequality constraint
L = @(x,lambda) f(x) + lambda.*f1(x); %lagrangian
g = @(lambda) -1/4*lambda.^2 + lambda; %dual function
%%
[X,Lambda] = meshgrid((-1:0.01:1), (-0.5:0.01:1.5));
alpha = 3; %scale x
beta = 4; %scale lambda
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