ASKSAGE: Sage Q&A Forum - Individual question feedhttps://ask.sagemath.org/questions/Q&A Forum for SageenCopyright Sage, 2010. Some rights reserved under creative commons license.Tue, 03 Dec 2013 09:52:55 -0600Lagrange multipliershttps://ask.sagemath.org/question/10798/lagrange-multipliers/When using Mixed Integer Linear Programming to find the minimum of a linear function $f(x_1,...,x_n)$ under a set of constraints $c_i(x_1,...,x_n)$ (equality or inequality constraints), I would like to have not only the solution and value but also the Lagrange multipliers for the constraints, namely values $a_i$ such that, at the critical point:
$$\text{grad} f = \sum_i a_i \cdot \text{grad} c_i$$
I imagine that the algorithm knows about them, but I can't find the relevant method to extract it. Tue, 03 Dec 2013 09:52:55 -0600https://ask.sagemath.org/question/10798/lagrange-multipliers/