IActiveSetQPSolverLagrangeMultiplier Property

Gets the values of the Lagrange multipliers for the solution if the algorithm converged. If it did not converge it returns the values of the Lagrange multiplier for the final iteration.

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4

Syntax

C++

Copy

public abstract DoubleVector LagrangeMultiplier { get; }

Public MustOverride ReadOnly Property LagrangeMultiplier As DoubleVector
	Get

public:
virtual property DoubleVector^ LagrangeMultiplier {
	DoubleVector^ get () abstract;
}

abstract LagrangeMultiplier : DoubleVector with get

Property Value

DoubleVector

Remarks

The ith element of the Lagrange multiplier vector corresponds to the ith constraint in the QuadraticProgrammingProblem.Constraints list. Note that if a Lagrange multiplier is 0 for a particular constraint it means that constraint was not active.

Reference

IActiveSetQPSolver Class

CenterSpace.NMath.Core Namespace