> On the wikibook page > http://en.wikibooks.org/wiki/GLPK/Solution_information > I noticed some incorrectness in the topic "KKT report". The correct > explanation is the following:
It would be simpler to explain the KKT report for lp in the standard format: z = c'x -> min Ax = b x >= 0 in which case the KKT optimality conditions are the following: KKT.PE: Ax = b KKT.PB: x >= 0 KKT.DE: A'pi + lambda = c KKT.DB: lambda >= 0 where pi is the vector of Lagrange multipliers for equality constraints Ax = b (reduced costs of auxiliary variables), and lambda is the vector of Lagrange multipliers for inequality constraints x >= 0 (reduced costs of structural variables). _______________________________________________ Help-glpk mailing list [email protected] https://lists.gnu.org/mailman/listinfo/help-glpk
