[Scip] Optimal Multiplier Vector in Quadratic Programs

Apurv Shukla apurv3894 at gmail.com
Fri Jun 5 11:45:15 CEST 2015


Dear All
I am using SCIP as a black box solver for solving a nonconvex quadratically
constrained quadratic program consisting of an indefinite quadratic
objective, one quadratic equality constraint, one linear equality
constraint  and box constraints on the variables. SCIP has been able to
solve all the instances to optimality till now however since this is a part
of a bigger primal-dual algorithm, I need the optimal multiplier vector
(Lagrange Dual Vector) associated with each of the constraint at the
optimal solution. Is there any method or procedure to retrieve these
values? Any help regarding this will be much appreciated.
Thanks



Apurv Shukla
Third Year Undergraduate Student
Department of Mechanical Engineering
IIT Kharagpur
ᐧ
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