MATLAB: How do you find the lagrange multipliers

Click For Summary
SUMMARY

This discussion addresses the process of finding Lagrange multipliers in MATLAB when solving quadratic programs using the quadprog function. Users can retrieve Lagrange multipliers associated with inequality and lower bound constraints by using the syntax [x,feval,exitflag,output,lambda]=quadprog(H,f,A,b,...). However, the output for lambda may not directly represent the expected Lagrange multipliers, as it returns matrices instead. The discussion emphasizes the need for clarity on interpreting the lambda output in the context of quadratic programming.

PREREQUISITES
  • Familiarity with MATLAB programming
  • Understanding of linear programming concepts
  • Knowledge of quadratic programming and optimization
  • Experience with MATLAB's Optimization Toolbox
NEXT STEPS
  • Review MATLAB's documentation on quadprog for detailed output explanations
  • Explore the interpretation of Lagrange multipliers in quadratic programming
  • Learn about the differences between linprog and quadprog in MATLAB
  • Investigate advanced optimization techniques using MATLAB's Optimization Toolbox
USEFUL FOR

This discussion is beneficial for MATLAB users, optimization analysts, and engineers working with quadratic programming who need to understand Lagrange multipliers and their interpretation in MATLAB.

math8
Messages
143
Reaction score
0
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?
 
Physics news on Phys.org
Hey math8.

This might help:

http://www.mathworks.com.au/help/toolbox/optim/ug/brkvzon.html
 
Last edited by a moderator:
Thanks!
 

Similar threads

Replies
1
Views
1K
  • · Replies 8 ·
Replies
8
Views
2K
Replies
1
Views
2K
  • · Replies 7 ·
Replies
7
Views
2K
  • · Replies 13 ·
Replies
13
Views
2K
Replies
3
Views
2K
  • · Replies 10 ·
Replies
10
Views
2K
  • · Replies 3 ·
Replies
3
Views
3K
  • · Replies 16 ·
Replies
16
Views
3K
  • · Replies 6 ·
Replies
6
Views
3K