Elsio Luiz Andretta Filho wrote: > Dears, > > How do I calculate the Lagrange Multipliers, i. e., the solution for the dual > problem? > > Do exists a function for this? >
Dual values for constraints can be obtained with lpx_get_row_dual. Check the get_row_* and get_col_* routines in the reference manual for other information that you may want. If you're just using glpsol, then dual values are given in the output in the column labeled "Marginal". Note that this only applies for linear programs. If any variables are integer, then there are no dual values available. Brady > Thanks > > Elsio Luiz Andretta Filho > -- > Webmail - DMAT/UFPR (http://webmail.mat.ufpr.br) > Open WebMail Project (http://openwebmail.org) > Debian Project (http://www.debian.org) > > > > _______________________________________________ > Help-glpk mailing list > Help-glpk@gnu.org > http://lists.gnu.org/mailman/listinfo/help-glpk -- Brady Hunsaker Assistant Professor Industrial Engineering University of Pittsburgh http://www.engr.pitt.edu/hunsaker/ _______________________________________________ Help-glpk mailing list Help-glpk@gnu.org http://lists.gnu.org/mailman/listinfo/help-glpk
