[Ipopt] Negative Lagrange multipliers?
Ipopt User
ipoptuser at gmail.com
Wed Sep 7 11:14:40 EDT 2016
IPOPT treats all constraints as equalities with slacks, see (2b) in
http://www.optimization-online.org/DB_FILE/2004/03/836.pdf
On Tue, Sep 6, 2016 at 8:21 PM, Chunhua Men <chhmen at gmail.com> wrote:
> 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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