Matlab Codes for Implicitly Constrained Optimization Problems

These are the Matlab codes used in the 2008 version of the paper M. Heinkenschloss: Numerical Solution of Implicitly Constrained Optimization Problems.

Let f: Rny × Rnu → R and c: Rny × Rnu → Rny be given smooth functions. Assume that for every u the equation
(1)              c(y,u) = 0
has a unique solution y(u). We define the function φ: Rnu → R ,
(2)              φ(u) = f(y(u),u)
and consider the imlicitly constrained optimization problem
(3)              min g(u).
(Note: In this html document I use φ to denote the reduced function instead of 'hatf '.)

The paper M. Heinkenschloss: Numerical Solution of Implicitly Constrained Optimization Problems discusses the application of optimization algorithms for the solution of (3). This page contains links to the Matlab code used in that paper.

Download a zip file with all Matlab functions or download individual functions below. The functions are organized into three different subdirectories shown below.