Hi everyone!
I’m working with the Julia packages Optimization.jl and Ipopt.jl to solve a nonlinear programming (NLP) problem.
I’m successfully solving the problem, but I need to extract the final Lagrange multipliers (dual variables) associated with the constraints.
Specifically, how can I retrieve the duals (\lambda) for the general nonlinear constraints, defined as:
l_c \le c(\mathbf{x}) \le u_c
The solution object (sol) from Optimization.solve() doesn’t have a direct dual() function like JuMP.
Could anyone provide a concise example of how to access these dual values from the sol object?
Thanks in advance for your help!