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Lagrangian Multiplier for Constraints

Q: During nonlinear programming, we need the Lagrangian multiplier for the constraints. Is is possible for me to get the value from my solution?

The Lagrange multipliers, also known as marginals, can be accessed after a solve as follows.
Say the constraint of interest is called CON(j,k) and you want to set lamda(j,k) to the value of its marginal after the solve. Then anywhere after the solve statement, just write:

  lamda(j,k) = CON.M(j,k) ;
gams/get_the_lagrangian_multiplier_for_the_constraints.txt · Last modified: 2007/08/10 09:10 (external edit)