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.

The procedure GMP::Linearization::Add.