[Ipopt] Negative Lagrange multipliers?

[Chunhua Men]

That really helps - thank you! Chunhua

On Fri, Sep 9, 2016 at 2:54 AM, Stefan Vigerske <stefan at math.hu-berlin.de>
wrote:

> 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#SECTI
> ON00053410000000000000
>
> 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.opti
>>>> mization-2Donline.org_DB-5FFILE_2004_03_836.pdf&d=CwIBaQ&c=
>>>> Ngd-ta5yRYsqeUsEDgxhcqsYYY1Xs5ogLxWPA_2Wlc4&r=BRcuJnQr5NAzU2
>>>> 9t80hk2rsLc4vrlRySBDabuq0O1ZI&m=PVcNv3SWNTfNsS_OvysnHIi8J2Of
>>>> pFvKAkbmt6fuuS8&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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>>>>> kednZerudAN3FWE&m=a_2DH1-JLrp3dNBIbx05pyyLwb4LVhtnTgXAs
>>>>> 8ZvlR0&s=Pl6RJRxVCqHGy-wEIKdnxo1N2UcAlQGXpBY_LA2CTHY&e=
>>>>>
>>>>>
>>>>>
>>>>
>>>
>>
>>
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>>
>>
>
> --
> http://www.gams.com/~stefan
>
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