I don't think such a thing is possible. In fact, I believe that *by definition* the lambdas (Lagrange multipliers) are not optimization variables. That is, the optimization variables in the primal problem and those in the dual problem are not the same variables, by definition of the dual problem.
-- Ray Zimmerman Senior Research Associate 419A Warren Hall, Cornell University, Ithaca, NY 14853 phone: (607) 255-9645 On Mar 1, 2012, at 9:19 AM, Roberto Carvalini wrote: > Dear Dr. Ray, > > How can I consider the locational marginal price (Lambda) as optimization > variable? Is it already considered as optimization variable? I want to bound > Lambdas within an OPF? > > Best Wishes > > Roberto >
