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