BoundedVariableLeastSquares.GetDualSolution Method

BoundedVariableLeastSquaresGetDualSolution Method

Returns the dual solution vector, w.

Namespace: Imsl.Math
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

public double[] GetDualSolution()

Public Function GetDualSolution As Double()

public:
array<double>^ GetDualSolution()

member GetDualSolution : unit -> float[]

Type: Double
A double array containing the dual solution vector, w.

Remarks

is at neither its upper nor lower bound then

. If

is at its lower bound then $w_j\le{0}$ . If

is at its upper bound then $w_j\ge{0}$ . If the upper and lower bound for the j-th variable are equal, fixing the value of

, then the value of

is arbitrary.