Is it possible to retriev the Lagrange multipliers from scipy linprog like in Matlab linprog? If so how?
I read the documentation but I didn't find it. There is a return parameter call slack but I think this is something different because it is only related to the inequality constraint:
slack: 1D array
The (nominally positive) values of the slack variables, b_ub - A_ub @ x.
Thanks for the help!
Not implemented yet. See How to get Lagrange / lambda multipliers out of 'linprog' optimize subroutine in scipy module ? #11848.