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

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Jiayang Xiao
Jiayang Xiao 2020-7-16
回答： Alan Weiss 2020-7-20
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
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
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