Jacobian Matrix at optimal solution of an LP

[Stefanos Delikaraoglou]

Is it possible to retrieve the Jacobian matrix of the interior point method at the optimal solution of an LP?

[Robert Luce]

No, there is no interface to query the Jacobian of the augmented barrier funcion.  But the only nonconstant parts stem from the relaxed complementary slackness conditions, which you could in principle compute yourself from the primal/dual optimal solution pair.  (The Jacobian corresponding to the linear constraints, A^T, is obviously constant and you have it already.).

Best,

Robert