Calculate slacks for quadratic constraints

Specific Domains Optimization (Mathematical)
1

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?

2

MathProgBase doesn’t currently have a method to query the quadratic parts of a model. Your options are:

  1. Propose a new MathProgBase method and implement it for the solvers you need.
  2. Write a dummy solver to capture the model data from JuMP.build().
  3. Extract the quadratic model data from JuMP’s data structures (example).
  4. Remember which quadratic terms you added to the JuMP model in the first place.
3

@miles.lubin Thank you for the suggestion. I’ll try 2 and/or 3 and update with my progress.