[Bonmin] BONMIN Multipliers

Philip Du Toit philip.dutoit at numerica.us
Mon Mar 31 19:59:05 EDT 2014


After completing a BONMIN solve, how can I get:

1. the final values of the lower bound multipliers,
2. the final values of the upper bound multipliers,
3. the final values of the constraint multipliers?

IPOPT provides these values through the finalize_solution() method:

virtual void finalize_solution(Ipopt::SolverReturn status,
                                 Ipopt::Index n, const Ipopt::Number* x, const Ipopt::Number* z_L, const Ipopt::Number* z_U,
                                 Ipopt::Index m, const Ipopt::Number* g, const Ipopt::Number* lambda,
                                 Ipopt::Number obj_value, const Ipopt::IpoptData* ip_data, Ipopt::IpoptCalculatedQuantities* ip_cq);

However, BONMIN only provides the following finalize_solution() method without the multipliers:

virtual void finalize_solution(Bonmin::TMINLP::SolverReturn status,
                                 Ipopt::Index n, const Ipopt::Number* x, Ipopt::Number obj_value);

Thank you.

—pdt
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