Dualization.jl
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jump-dev
Automatic dualization feature for MathOptInterface.jl
This also fixes a bug: the `result_index` were ignored and we would invariably query the first solution. - [ ] Test for starting values - [ ] Test for the...
Dualization.jl doesn't map the `MOI.ConstraintPrimalStart`, `MOI.ConstraintDualStart`, and `MOI.VariablePrimalStart` from the user to through the dualized optimizer. See https://discourse.julialang.org/t/warm-start-using-dualization-with-jump-and-cosmo/106006
The JuMP docs now have a simple Dualization tutorial: https://jump.dev/JuMP.jl/dev/tutorials/conic/dualization/ But a deeper discussion on the primal/dual formulations and specific solvers is a but out of scope. However, the docs...
close #155 @blegat This makes it work but I am not sure what is the formal dual of a feasibility problem. If we assume feasibility is Min 0 should the...
All models end up marking each variable group with `_$i`, even though the variables themselves are often in containers. This typically ends up with a double indexing scheme in JuMP:...
Hey guy, a thought I had after the `dualize(dualize(model)) == model` commentary by @blegat on gitter. Consider the problem ``` #= primal min -4x_1 - 3x_2 -1 s.t. 2x_1 +...
A model created with ParameterJuMP does not currently suppport dualization, the parameters are lost in the way. Given the form given in [the manual](https://www.juliaopt.org/Dualization.jl/dev/manual), a parameter `p` such that one...
currently we might be changing both side of the dual linear equality constraints. It is equivalent for most implementations, but it might be a bad way to go considering: https://www.gams.com/latest/docs/S_PATH.html
