[Ipopt] Negative Lagrange multipliers?

Chunhua Men chhmen at gmail.com
Wed Sep 7 11:42:59 EDT 2016


Got it - thanks!

On Wed, Sep 7, 2016 at 8:14 AM, Ipopt User <ipoptuser at gmail.com> wrote:

> 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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>>
>
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