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Re: [Help-glpk] dual solution

From: Andrew Makhorin
Subject: Re: [Help-glpk] dual solution
Date: Wed, 23 Jul 2008 16:24:59 +0400

> I have a small problem and I want have the dual solution.

> But I find that the GLPK and LP-solve give me 2 different dual
> solution (the primal solution and the objective value is the same).

> Could someone help to explain the reason??

In column 'Marginal' the glpk simplex solver reports reduced costs
of non-basic auxiliary/structural variables; by definition they are
Lagrange multipliers, lambda, (also known as dual values) for
corresponding active bounds. For details please see subsection 4.1.1
(p. 82) in the glpk reference manual included in the distribution.

You should consult lp-solve documentation to understand the meaning
of 'dual variables'.

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