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How to relate the two problems using Lagrangian multipliers (Lambada) values in 'fmincon' matlab optimization toolbox solver?

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Sandeep Ganji
Sandeep Ganji 30 May 2015
I am working with non linear problem, It is mixed integer problem i decomposed the problem into two sub problems(main problem and sub problem) using 'Benders decomposition' method. In bender decomposition method to relate the two decomposed problems a benders cut(inequality constraint) is added to main problem like (S(u*)+lambda(u-u*)<0), where lambda is Lagrangian multiplier obtained from sub problem.
I am solving this NLP problem by using 'fmincon' solver in matlab optimization toolbox using 'interior point algorithm', I coded these two problems (main problem and sub problem) separately i got the Lagrangian multipliers values (lambda values) but i don't know how to export the value of lambda from sub problem to main problem. Can any one help me how to export the values (how to interlink main and sub problems)
Thanks in advance
Sandeep

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답변(1개)

Kallam Haranadha Reddy
In the optimization tool box at the top left corner you can see the 'File' tab. If you press that tab, you will find the option 'Export to work space'. If you select that option, you will be asked whether to save the optimization problem, or results,or all. you select to save all. You will be asked to give a name to the exported file. Thats all. If you want to run the optimization problem with different values you can invoke the exported problem

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