Re: [Help-glpk] interpretation of 'glp_print_sol' and 'glp_print_ranges'

[Andrew Makhorin]

> On the wikibook page
> http://en.wikibooks.org/wiki/GLPK/Solution_information
> I noticed some incorrectness in the topic "KKT report". The correct
> explanation is the following:

It would be simpler to explain the KKT report for lp in the standard
format:

z = c'x -> min
Ax = b
x >= 0

in which case the KKT optimality conditions are the following:

KKT.PE: Ax = b
KKT.PB: x >= 0
KKT.DE: A'pi + lambda = c
KKT.DB: lambda >= 0

where pi is the vector of Lagrange multipliers for equality constraints
Ax = b (reduced costs of auxiliary variables), and lambda is the vector
of Lagrange multipliers for inequality constraints x >= 0 (reduced costs
of structural variables).