jdn at cs.sfu.ca
Fri Nov 7 06:38:29 CET 2003
I'm trying to get quadprog to give me the Lagrange multipliers. By taking
a look at the Fortran source it appears they are stored in the working
vector 'work'. However, this working vector is larger than the number of
possible multipliers so I figure it also contains the slack variable etc.
My problem is figuring out which values in the work array are the
multipliers so I can modify solve.QP.R to output them for me. Any info
would be greatly appreciated.
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