About the sol.solveroutput.lambda

[LIESEA LEUNG]

Dear Johan,

I solve the case and i want to get the value of lambda. When I use Gurobi as the solver, I got  ‘Reference to non-existent field’. But when I use the fmincon as the solver, I can get the value of lambda. 

Does the Gurobi algorithm(like QCPdual, Quad) relate to this problem?

[Johan Löfberg]

If you are asking about how to manually extract duals from a quadratically constrained problem using gurobi, it would be

>> x = sdpvar(2,1);sol = optimize(x'*x <= 1,sum(x),sdpsettings('solver','gurobi','savesolveroutput',1,'gurobi.qcpdual',1));

>> sol.solveroutput.result.qcpi

ans =

   -0.7071

[LIESEA LEUNG]

Thanks, I check the result struct and the ' result.pi ' is what I want. What does the ' pi ' means?

[Johan Löfberg]

that's just the name gurobi happens to have on the duals. You would have to read the gurobi documentation on what it returns. this is not yalmip specific