Augmented Lagrangian method

The Augmented Lagrangian method is a numerical optimization technique used to solve constrained optimization problems. It is particularly useful when dealing with difficulties encountered in traditional methods, such as penalty methods or Lagrange multipliers, especially in cases of non-smooth or non-convex constraints. ### Concept: The Augmented Lagrangian method combines the ideas of Lagrange multipliers and penalty methods to tackle constrained optimization problems.