In LP or other kinds of programming, cvx + Matlab may get the lagrange multipliers with easy codes, but is there any commands for Gurobi to achieve things like this?
Asked
Active
Viewed 240 times
1 Answers
0
With Gurobi's Matlab API, the optimization call will return a single data instance that contains all results from that optimization, including the dual values: Matlab API
You would need to inspect this returned data object to find the values you are looking for.
mattmilten
- 6,242
- 3
- 35
- 65
-
Thanks a lot, I also found out that with YALMIP (which I use to call Gurobi) there is also 'dual' command to solve this. – wzwqlx Mar 31 '22 at 06:32