Iain Dunning
Iain Dunning
Does the problem occur with the default oracle?
`build_cut_objective` would return a vector of length 6, with zeros for the terms not in the contraint. `build_cut_objective_sparse` would return a dictionary with 3 keys. Certainly is an awkard spot...
I can reproduce the error.
I'll look at it, the `DDUS.jl` package isn't really being actively maintained.
I consider this a low priority because solvers can normally pre-solve out these things, and it makes little difference to problems I've encountered. I'd be curious to see your example,...
I mean, its definitely not the only situation where there are unnecessary dual variables, but it doesn't necessarily follow that that would make things worse. If your uncertainty is not...
Added the basics. Now need root robustify, and fallback (although can't query solver support easily yet)
Changing title because it confused someone today
This is definitely a Good Idea but will take some thought re:interface
I think I just sort of assumed familiarity with these things, sorry about that. The solver expects input in (something like) standard computational form, i.e. ``` min c^T x subject...