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Re: [Help-glpk] Lagrange Multipliers

From: Brady Hunsaker
Subject: Re: [Help-glpk] Lagrange Multipliers
Date: Thu, 16 Jun 2005 11:43:27 -0400
User-agent: Debian Thunderbird 1.0.2 (X11/20050331)

Elsio Luiz Andretta Filho wrote:
> Dears,
> How do I calculate the Lagrange Multipliers, i. e., the solution for the dual 
> problem?
> Do exists a function for this?

Dual values for constraints can be obtained with lpx_get_row_dual.
Check the get_row_* and get_col_* routines in the reference manual for
other information that you may want.

If you're just using glpsol, then dual values are given in the output in
the column labeled "Marginal".

Note that this only applies for linear programs.  If any variables are
integer, then there are no dual values available.


> Thanks
> Elsio Luiz Andretta Filho
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Brady Hunsaker
Assistant Professor
Industrial Engineering
University of Pittsburgh

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