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gams:get_the_lagrangian_multiplier_for_the_constraints [2007/08/10 11:10] (current)
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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) ;
IMPRESSUM / LEGAL NOTICEPRIVACY POLICY gams/get_the_lagrangian_multiplier_for_the_constraints.txt ยท Last modified: 2007/08/10 11:10 (external edit)