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[Help-glpk] Binary Integer Program with Lagrange Multipliers


From: RC Loh
Subject: [Help-glpk] Binary Integer Program with Lagrange Multipliers
Date: Sun, 20 Dec 2009 11:49:13 +0800 (SGT)

Hi,
 
I have a question on how to obtain the Lagrange Multipliers for a Binary Integer Program (BIP).
 
Attached is an example of a BIP that I have. I am not sure whether my method of obtaining the Lagrange Multiplier is correct.
 
Can someone please help to verify?
 
Thanks in advance.
 
Rdgs,
Paul
 
 


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