[Ipopt] Lagrangian multipliers

[Andrea Cassioli]

Hi,
I am using ipopt in a column-generation framework. At every iteration
I need the Lagrangian multipliers to solve the pricing problem. I have
successfully  interface ipopt with my code and it seems to work well.
I would like to be sure that the values I get are what I expect. My
problem has two-sided constraints like

l <= g_i(x) <= u

so I suppose the multipliers lambda_i is either zero, when the
constraints are not binding, or a non zero value for the binding
constraint. Are the multipliers in ipopt suppposed to be positive?  I
could not find explicit documentation on this.

Best,
Andrea Cassioli, PhD.