Re: [Help-glpk] Question about Lagrange multiplier

[Andrew Makhorin]

> I would like to build a library of the constrained maximization based on
> Lagrange multiplier and using this multiplier a minimize library. (I have
> to use Lagrange because the second library use the result of the first.)
> I do not need the extremum only the Lagrange multiplier on the extremum.

> I looked the manual of the glpk but I could not find the solutin for the
> above mentined issue.

> My question is 
> are there any possibilities to get the Lagrange multiplier using glpk? If yes
> the second part of the question: how to .....

You can obtain Lagrange multipliers (that is, reduced costs) for a valid
basic solution with the routines glp_get_row_dual and glp_get_col_dual.
For more details, see the reference manual (subsection 3.1.1, page 90).