> 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 the > 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 ..... You can obtain Lagrange multipliers (that is, reduced costs) for a valid basic solution with the routines glp_get_row_dual and glp_get_col_dual. For more details, see the reference manual (subsection 3.1.1, page 90). _______________________________________________ Help-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-glpk
