How to get values of dual variables / costates/ lagrange multipliers

[mcgarnett]

Hi all,

These values are important when doing trajectory optimization for scaling and balancing the problem. Poorly scaled problems don't converge. I was wondering if it is possible to read out the values of dual variables with IPOPT, and what function I should look at. I am using IPOPT through OpenMDAO via PyOptSparse, so I am pretty far removed from the actual IPOPT C++ API. I will have to add this ability to PyOptSparse because I don't see any indication of it there.

Any pointers or clues on doing this, where should I start looking?

[svigerske]

Ipopt returns the values of the dual values to the user in the finalize_solution callback. lambda are the duals for the constraints, z_L and z_U the duals for the variable bounds.

[mcgarnett]

thank you Stefan