[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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