[Ipopt] Negative Lagrange multipliers?

[Stefan Vigerske]

Hi,

in the intermadiate_callback function you can get access to the 
Lagrange-multipliers during optimization, see
http://www.coin-or.org/Ipopt/documentation/node23.html#SECTION00053410000000000000

Stefan

On 09/07/2016 05:49 PM, Chunhua Men wrote:
> 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
>>> https://urldefense.proofpoint.com/v2/url?u=http-3A__www.optimization-2Donline.org_DB-5FFILE_2004_03_836.pdf&d=CwIBaQ&c=Ngd-ta5yRYsqeUsEDgxhcqsYYY1Xs5ogLxWPA_2Wlc4&r=BRcuJnQr5NAzU29t80hk2rsLc4vrlRySBDabuq0O1ZI&m=PVcNv3SWNTfNsS_OvysnHIi8J2OfpFvKAkbmt6fuuS8&s=9P-W6NtRui2SJRqVtpvL6lLTwALJTDFQZse5Jmitb8A&e=
>>>
>>> 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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