[Ipopt] Lagrange Multipliers, Scaling, and convergence tolerance

Brad Bell bradbell at seanet.com
Tue Feb 28 17:26:16 EST 2017

I am trying to understand the definition of the Lagrange multiples 
lambda returned by
finalize_solution when the scaling method is user-scaling.

It is not clear to me (from the documentation) if these multipliers are 
for the the original space, where f(x) and g(x) are defined, or in the 
scaled problem ?

I am using the Lagrange multipliers to check the convergence tolerance which
seems to me (form the documentation) to be in the scaled space.

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