phi2

  Penalty function for augmented Lagrangian function.
  function [ret] = phi2(t)  ... penalty function
    input can be double scalar/vector/... whatever,
    return values are of the same type
    uses parameter R from option settings

0001   function [ret] = phi2(obj,t)
0002 %  Penalty function for augmented Lagrangian function.
0003 %  function [ret] = phi2(t)  ... penalty function
0004 %    input can be double scalar/vector/... whatever,
0005 %    return values are of the same type
0006 %    uses parameter R from option settings
0007 %
0008 
0009 %  log() is natural logarithm in C as well as in Matlab
0010 %  added possibility to treat t even if the input is a vector
0011 
0012   R=obj.allopts.phi_R;
0013 
0014   ret=t;    % otherwise the result would be a column vector
0015   if (R < 0)
0016     ind = t < R;
0017     ret(ind) = -(1+R)^2*log((1+2*R-t(ind)) / (1+R)) + R + .5*R*R;
0018     ret(~ind) = t(~ind) + .5*t(~ind).^2;
0019   else
0020     ind = t < R;
0021     ret(ind) = -log(1-t(ind));
0022     ret(~ind) = ((1 - 2*R)*t(~ind) + .5*t(~ind).^2 - .5*(2*R - 3*R*R)) / (1 - R) / (1 - R) - log(1 - R);
0023   end
0024 
0025   return;
0026   
0027