Hi there, can anybody tell me how to take the sub-gradient here in case of an (==) constraint or (>=) constraint instead of standard format (<=)? Is it the same procedure or need to convert it into standard format first?
Nothing changes. It is the same procedure.
The only thing to be aware of is that if you are maximizing, you need the -dual(con)
.
See the documentation at Constraints · JuMP
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