There is a very limited ability to do that. The ASCII codes for superscripts 1, 2, and 3 are 185, 178 and 179.
You can insert them directly into the format string, or do something like this:
l1 = 3; l2 = 5; l3 = 7;
fprintf('The optimal dual variable values are \x03bb%c=%0.4f , \x03bb%c=%0.4f ,\x03bb%c=%0.4f \n',[185 178 179; l1,l2,l3]);
producing:
The optimal dual variable values are λ¹=3.0000 , λ²=5.0000 ,λ³=7.0000
.
