How do you find the lagrange multipliers for a quadratic program
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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?
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Elizabeth
2012년 7월 26일
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?
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