Constrained optimization involves a set of Lagrange multipliers, as described in First-Order Optimality Measure. Solvers return estimated Lagrange
multipliers in a structure. The structure is called lambda
, since the
conventional symbol for Lagrange multipliers is the Greek letter lambda
(λ). The structure separates the multipliers into the following
types, called fields:
lower
, associated with lower bounds
upper
, associated with upper bounds
eqlin
, associated with linear equalities
ineqlin
, associated with linear inequalities
eqnonlin
, associated with nonlinear equalities
ineqnonlin
, associated with nonlinear
inequalities
To access, for example, the nonlinear inequality field of a Lagrange
multiplier structure, enter lambda.inqnonlin
. To access the third
element of the Lagrange multiplier associated with lower bounds, enter
lambda.lower(3)
.
The content of the Lagrange multiplier structure depends on
the solver. For example, linear programming has no nonlinearities,
so it does not have eqnonlin
or ineqnonlin
fields.
Each applicable solver's function reference pages contains a description
of its Lagrange multiplier structure under the heading “Outputs.”