Function GMP::Linearization::GetLagrangeMultiplier(GMP, row, linNo)

GMP::Linearization::GetLagrangeMultiplier

The function GMP::Linearization::GetLagrangeMultiplier returns the Lagrange multiplier used when adding the linearization of a row to a generated mathematical program. (In other words, the marginal value of the row that was used when the linearization was added.)

GMP::Linearization::GetLagrangeMultiplier(
     GMP,    ! (input) a generated mathematical program
     row,    ! (input) a scalar reference or row number
     linNo   ! (input) a linearization number
     )

Arguments

GMP

An element in AllGeneratedMathematicalPrograms.

row

A scalar reference to an existing nonlinear row in the matrix or the number of that row in the range \(\{ 0 .. m-1 \}\) where \(m\) is the number of rows in the matrix.

linNo

An integer scalar reference to the rows and columns of the linearization.

Return Value

The function returns the Lagrange multiplier used when adding the linearization of a row.

See also

The procedure GMP::Linearization::Add.