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MATLAB: How do you find the lagrange multipliers

by math8
Tags: lagrange, matlab, multipliers
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math8
#1
Jul25-12, 08:08 PM
P: 161
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, itgives 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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chiro
#2
Jul26-12, 01:02 AM
P: 4,572
Hey math8.

This might help:

http://www.mathworks.com.au/help/too...g/brkvzon.html
math8
#3
Jul26-12, 05:13 PM
P: 161
Thanks!!


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