<div dir="ltr">That really helps - thank you! Chunhua</div><div class="gmail_extra"><br><div class="gmail_quote">On Fri, Sep 9, 2016 at 2:54 AM, Stefan Vigerske <span dir="ltr"><<a href="mailto:stefan@math.hu-berlin.de" target="_blank">stefan@math.hu-berlin.de</a>></span> wrote:<br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">Hi,<br>
<br>
in the intermadiate_callback function you can get access to the Lagrange-multipliers during optimization, see<br>
<a href="http://www.coin-or.org/Ipopt/documentation/node23.html#SECTION00053410000000000000" rel="noreferrer" target="_blank">http://www.coin-or.org/Ipopt/d<wbr>ocumentation/node23.html#SECTI<wbr>ON00053410000000000000</a><br>
<br>
Stefan<span class=""><br>
<br>
On 09/07/2016 05:49 PM, Chunhua Men wrote:<br>
</span><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex"><span class="">
BTW, is it possible to know Lagrange multipliers for each iteration<br>
(instead of at the end of optimization)? Since I use "limited-memory" as<br>
the Hessian approximation, the "eval_h" is not used, then I could not<br>
get  Lagrange-multipliers updates during optimization process.<br>
<br>
Thanks again, Chunhua<br>
<br>
On Wed, Sep 7, 2016 at 8:42 AM, Chunhua Men <<a href="mailto:chhmen@gmail.com" target="_blank">chhmen@gmail.com</a>> wrote:<br>
<br>
</span><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex"><span class="">
Got it - thanks!<br>
<br>
On Wed, Sep 7, 2016 at 8:14 AM, Ipopt User <<a href="mailto:ipoptuser@gmail.com" target="_blank">ipoptuser@gmail.com</a>> wrote:<br>
<br>
</span><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex"><span class="">
IPOPT treats all constraints as equalities with slacks, see (2b) in<br>
</span><a href="https://urldefense.proofpoint.com/v2/url?u=http-3A__www.optimization-2Donline.org_DB-5FFILE_2004_03_836.pdf&d=CwIBaQ&c=Ngd-ta5yRYsqeUsEDgxhcqsYYY1Xs5ogLxWPA_2Wlc4&r=BRcuJnQr5NAzU29t80hk2rsLc4vrlRySBDabuq0O1ZI&m=PVcNv3SWNTfNsS_OvysnHIi8J2OfpFvKAkbmt6fuuS8&s=9P-W6NtRui2SJRqVtpvL6lLTwALJTDFQZse5Jmitb8A&e=" rel="noreferrer" target="_blank">https://urldefense.proofpoint.<wbr>com/v2/url?u=http-3A__www.opti<wbr>mization-2Donline.org_DB-5FFIL<wbr>E_2004_03_836.pdf&d=CwIBaQ&c=<wbr>Ngd-ta5yRYsqeUsEDgxhcqsYYY1Xs5<wbr>ogLxWPA_2Wlc4&r=BRcuJnQr5NAzU2<wbr>9t80hk2rsLc4vrlRySBDabuq0O1ZI&<wbr>m=PVcNv3SWNTfNsS_OvysnHIi8J2Of<wbr>pFvKAkbmt6fuuS8&s=9P-W6NtRui2S<wbr>JRqVtpvL6lLTwALJTDFQZse5Jmitb8<wbr>A&e=</a><span class=""><br>
<br>
On Tue, Sep 6, 2016 at 8:21 PM, Chunhua Men <<a href="mailto:chhmen@gmail.com" target="_blank">chhmen@gmail.com</a>> wrote:<br>
<br>
<blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">
Hi, I used IPOPT 3.12.4 to solve a constrained model, and chose<br>
"limited-memory" as the Hessian approximation. My coding environment is<br>
visual studio C++.  IPOPT converged to optimal solution.  I wanted to know<br>
the Lagrange multiplier for each constraint, so I printed out "lambda" in<br>
"finalize_solution". However, many of them were negative. Did I miss<br>
anything?<br>
<br>
Thanks, Chunhua<br>
<br>
<br>
<br>
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