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[Octave-bug-tracker] [bug #46068] Missing documentation for the lambda o
From: |
Dmitri A. Sergatskov |
Subject: |
[Octave-bug-tracker] [bug #46068] Missing documentation for the lambda output of qp () |
Date: |
Tue, 13 Feb 2024 19:10:59 -0500 (EST) |
Follow-up Comment #3, bug#46068 (group octave):
There is something in quadprog.m (in the optim package):
##
## @item lambda
## Structure containing Lagrange multipliers corresponding to the
## constraints. For equality constraints, the sign of the multipliers
## is chosen to satisfy the equation
## @example
## 0.5 H * x + f + A' * lambda_inequ + Aeq' * lambda_equ = 0 .
## @end example
## If lower and upper bounds are equal, or so close to each other that
## they are considered equal by the algorithm, only one of these
## bounds is considered active when computing the solution, and a
## positive lambda will be placed only at this bound.
##
Not sure if that 100% applies to qp().
Dmitri.
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