[Ipopt] Size of constraint multipliers vector (lambda)
Stefan Vigerske
stefan at math.hu-berlin.de
Sat Mar 10 17:23:10 EST 2012
Hi,
it is the number of constraints (m).
I guess the sign tells you whether the left or right hand side is active.
Stefan
> 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
>
>
>
>
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