[Ipopt] Size of constraint multipliers vector (lambda)
Wendel Alexandre Xavier de Melo
wendelmelo at cos.ufrj.br
Sat Mar 10 16:52:27 EST 2012
Hi experts
I have a question about the final values of the constraint multipliers
(lambda) at C++ class method:
virtual void finalize_solution(SolverReturn status, Index n, const Number*
x, const Number* z_L, const Number* z_U, Index m, const Number* g, const
Number* lambda, Number obj_value, const IpoptData* ip_data,
IpoptCalculatedQuantities* ip_cq)
What is the size of vector lambda? Is it the number of constraints, i.e.,
Is there only one lagrange value for each constraint? I am confused
because each constraint has lower and upper bounds and, for variables, we
have two vectors of lagrange multipliers (z_L and z_U).
Best regards
--
Wendel
Melo
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