I’d like to calculate the slacks for a quadratic constraint. Using MathProgBase.getconstrmatrix (see old Google Groups post) does not work for quadratic constraints. Any suggestions?
MathProgBase doesn’t currently have a method to query the quadratic parts of a model. Your options are:
- Propose a new MathProgBase method and implement it for the solvers you need.
- Write a dummy solver to capture the model data from
- Extract the quadratic model data from JuMP’s data structures (example).
- Remember which quadratic terms you added to the JuMP model in the first place.