[SciPy-User] Lagrange Multipliers in optimize.slsqp

[Skipper Seabold]

On Thu, Feb 25, 2010 at 8:17 PM, Guilherme P. de Freitas
<guilherme at gpfreitas.com> wrote:
> Hi all,
>
> Would it be possible for optimize.slsqp to return the Lagrange
> multipliers of the constraints? I don't know Fortran, but it seems
> that they are available in the original Fortran code:
>
> http://projects.scipy.org/scipy/browser/trunk/scipy/optimize/slsqp/slsqp_optmz.f#L581

That looks like the constraint of the the lsq subroutine part of
sequential least squares algorithm.

http://projects.scipy.org/scipy/browser/trunk/scipy/optimize/slsqp/slsqp_optmz.f#L164

Skipper