How do you find the lagrange multipliers for a quadratic program
1 Ansicht (letzte 30 Tage)
Ältere Kommentare anzeigen
When I try to solve a linear program using matlab,after using linprog(f,A,b,...) I can find the Lagrange multiplier associated with the inequality constraints and the lower bound constraints by using:
lambda.ineqlin ; lambda.lower
But if I want to solve a quadratic program (using quadprog(H,f,A,b,...)), then how do I find the Lagrange multipliers?
I can see that to find the solution, you can use: [x,feval,exitflag,output,lambda]=quadprog(H,f,A,b,...),
but the result for lambda, which I thought would give me the Lagrange multipliers, instead, it gives me a list of matrices sizes.
I don't understand that result for lambda.
How do I find the Lagrange multipliers for a quadratic program in Matlab?
1 Kommentar
Elizabeth
am 26 Jul. 2012
It should return you the vector of Lagrange multipliers just as it did for linprog. Are you sure you are using the proper MATLAB format for defining your QP. Can you state your actual problem / code so I can try to see what you're talking about in terms of the output?
Antworten (0)
Siehe auch
Kategorien
Mehr zu Quadratic Programming and Cone Programming finden Sie in Help Center und File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!