MATLAB: How do you find the lagrange multipliers

  1. 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?
     
  2. jcsd
  3. Thanks!!
     
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