Welcome to the forum. I believe the dual you get is correct.
The dual of the standard form conic model:
min c'x
Ax = b
x in K
is
max b'y
c - A'y in K
In this case, A = [1 0 0]
, b = [1]
, c = [0, 1, 1]
and K = SecondOrderCone(3)
.
Let me know if that clarifies things.
It may be clearer to enable names:
julia> println(dualize(model, dual_names = DualNames()))
┌ Warning: dual names for constrained vector of variables not supported yet.
└ @ Dualization ~/.julia/dev/Dualization/src/dual_equality_constraints.jl:178
Max eqcon
Subject to
[-eqcon, 1, 1] ∈ MathOptInterface.SecondOrderCone(3)
The warning is because we should set the name soccon
to the SOC constraints of the dual but this is not implemented yet.