[Ipopt] Negative Lagrange multipliers?

Chunhua Men chhmen at gmail.com
Wed Sep 7 11:49:18 EDT 2016


BTW, is it possible to know Lagrange multipliers for each iteration
(instead of at the end of optimization)? Since I use "limited-memory" as
the Hessian approximation, the "eval_h" is not used, then I could not
get  Lagrange-multipliers updates during optimization process.

Thanks again, Chunhua

On Wed, Sep 7, 2016 at 8:42 AM, Chunhua Men <chhmen at gmail.com> wrote:

> 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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