Linprog: some lambda.lower > lambda.upper in output
4 views (last 30 days)
Show older comments
In my output, some lambda.lower > lambda.upper.
According to Description of Output Lambda, lambda.lower and lambda.upper are like lb and ub, so lambda.lower < lambda.upper.
Why can I observe some lambda.lower > lambda.upper?
0 Comments
Answers (1)
Alan Weiss
on 20 Jul 2020
You are mistaken that lambda.lower relates to lambda.upper. These are Lagrange multipliers. If the solution is at a lower bound, lambda.upper = 0 and lambda.lower ~= 0. If the solution is at an upper bound, lambda.lower = 0 and lambda.upper ~= 0.
Alan Weiss
MATLAB mathematical toolbox documentation
0 Comments
See Also
Categories
Find more on Problem-Based Optimization Setup in Help Center and File Exchange
Products
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!