Linprog: some lambda.lower > lambda.upper in output

2020 7 16
1 个回答
更新时间：2020 7 20
16 次查看（30 天）

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In my output, some lambda.lower > lambda.upper.
According to Description of Output Lambda, lambda.lower and lambda.upper are like lb and ub, so lambda.lower < lambda.upper.
Why can I observe some lambda.lower > lambda.upper?

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回答（1 个）

Alan Weiss
Alan Weiss 2020-7-20

0 个投票

You are mistaken that lambda.lower relates to lambda.upper. These are Lagrange multipliers. If the solution is at a lower bound, lambda.upper = 0 and lambda.lower ~= 0. If the solution is at an upper bound, lambda.lower = 0 and lambda.upper ~= 0.
Alan Weiss
MATLAB mathematical toolbox documentation

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