How to get Lagrange multipliers when using GlobalSearch?

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Laura Murray
Laura Murray on 16 Mar 2020
Answered: Alan Weiss on 17 Mar 2020
I am using GlobalSearch to find the global solution of my optimisation problem using the fmincon solver, but I want the associated Langrange multipliers that are with this solution. I can not see an option to display them in the output. Is there any way I can do this?

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Answers (1)

Alan Weiss
Alan Weiss on 17 Mar 2020
Sorry about that. The only way I know is to rerun fmincon starting from the solution point. It won't take long, and will give you the Lagrange multipliers.
Alan Weiss
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