gams:get_the_lagrangian_multiplier_for_the_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) ;

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gams/get_the_lagrangian_multiplier_for_the_constraints.txt · Last modified: 2007/08/10 09:10 (external edit)