OM/Claudio_Maggioni_5/uzawa.m

function [x, lambda] = uzawa(G, c, A, b, x, lambda, tol, max_itr)
    w = 1;
    old_x = ones(size(G, 1)) * 124000000;
    i = 0;

    while i < max_itr && norm(x - old_x) > tol
        old_x = x;
        x = G \ (c - (A' * lambda));
        lambda = lambda + w * (A * x - b);
        i = i + 1;
    end
end