[Ipopt] Negative Lagrange multipliers?
Chunhua Men
chhmen at gmail.com
Tue Sep 6 20:21:14 EDT 2016
Hi, I used IPOPT 3.12.4 to solve a constrained model, and chose
"limited-memory" as the Hessian approximation. My coding environment is
visual studio C++. IPOPT converged to optimal solution. I wanted to know
the Lagrange multiplier for each constraint, so I printed out "lambda" in
"finalize_solution". However, many of them were negative. Did I miss
anything?
Thanks, Chunhua
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