I’ve created a JuMP model, which I wrote to conic benchmark format (cbf) and then solved with a solver that has a cbf input mechanism but isn’t a solver utilized in JuMP.
I now have the solution to the cbf format as per the solver, but the cbf format doesn’t have variable names, so I don’t know how to link them to the original variable names in the JuMP model. Is this possible? I tried reading the MathOptInterface file for the CBF writer but it didn’t seem clear how to invert the conversion between the JuMP model and the CBF output.
For CBF, not really. We mainly intended the CBF reader as a mechanism to get problems from cblib into JuMP. I don’t think we put much effort into sorting a round-trip for an external solver.
It’s SCIP-SDP, for solving MISDPs. I will see keep poking around in the code base to see if there’s a way to do this. I was originally trying to query the variable names for each variable passed to CBF, but MathOptInterface wasn’t working liking my query (probably because I’m missing some part of the syntax).