MIE376 Lec 5 - NLPQPv2.page16

MIE376 Lec 5 - NLPQPv2.page16 - Return to Lagrange...

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MIE376 - Mathematical Programming 16 Return to Lagrange Multipliers ± ± Constraints at optimal solution ² Some are restricting (tight) ± Æ constraint at equality ± Æ λ j is shadow price Æ λ j > 0 ² Some are not restricting (loose) ± Æ constraint at inequality ± Æ set λ
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