[Help-glpk] Question about Lagrange multiplier

[Gyenese János]

Hi All,

 

I would like to build a library of the constrained maximization based on Lagrange multiplier and using this multiplier a minimize library. (I have to use Lagrange because the second library use the result of the first.) I do not need the extremum only the Lagrange multiplier on the extremum.

I looked the manual of the glpk but I could not find the solutin for t he above mentined issue.

My question is are there any possibilities to get the Lagrange multiplier using glpk? If yes the second part of the question: how to .....

Any help appreciate.

Regards,

Janos

 

 

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