Comments (3)
Was about to start coding, but I thought I'd just check what is needed exactly.
- A ConstraintRef that contains a Model pointer and a constraint index
- addConstraint() returns one of these
- You can create arrays of these with a macro, @defConstraintRef
- getDual(ConstraintRef) and getDual(MathProgDict - of ConstraintRefs)
- Can MathProgDict be generalized a bit? Or is it already sufficiently general
- After solve, rowDuals information is stored in the Model object
- What do we do with range constraints? Return a tuple?
- What does Gurobi do if you give it a range constraint?
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I agree with the list. Dealing with MathProgDict is a bit tricky so I can do that part, but it already has the required generality. With range constraints the sign of the dual determines which side is active (in theory). Clp doesn't have any problem with this, but gurobi is weird with range constraints, so I'll have to check. We could potentially need to reformulate the problem.
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From my tests, Gurobi seems to do the right thing with the duals of ranged rows; the sign tells you which side is active.
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Related Issues (20)
- Coefficients of complex variables created with a GenericModel are always Float64
- LinearAlgebra.hermitian is incorrect
- *(::Real, ::Hermitian) is not hermitian HOT 5
- Cannot `convert` an object of type Float64 to an object of type JuMP.NonlinearExpr HOT 3
- Documentation Request: List whether a solver supports Indicator Constraints HOT 4
- Bullet point alignment in bibliography HOT 9
- Multiplication of matrix expression and variables leads to stack overflow and matmul error HOT 4
- Multiple Ranges for variables HOT 3
- Y' when Y is of type ::Matrix{NonlinearExpr} HOT 1
- Poor performance in complementarity models HOT 23
- Add a method for Complex(a,b) HOT 8
- MethodError with empty summations HOT 1
- Nonlinear subexpressions HOT 4
- Should error when trying to mix `NonlinearExpression` and `GenericNonlinearExpr` HOT 1
- Support normalized_coefficient for vector-valued constraints
- Precompilation in CI fails on v1.22 HOT 7
- Fuzzy search on unrecognized keyword arguments to give suggestions HOT 2
- Track failures on nightly HOT 3
- Possibly missing diagnostics for vector of vector of variables HOT 3
- Printing of large vectorized constraints should probably cause output eliding? HOT 5
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