Hi everyone,
I’m quite new to Julia and was looking to automatically generate dual feasibility constraints, KKT conditions, strong duality constraints and add them to the initial primal problem for further steps. I have seen Dualization.jl and BilevelOptimization.jl and noticed they somehow generate these KKT conditions for solving their bilevel problems. I’m wondering if I can have access to these functions through either these packages or other ones. I actually went through these packages’ codes but couldn’t figure out how to extract the parts I want. Can anybody advise me on the path I’d better go through for that? Is hard coding these constraints the right approach?
Thank you in advance for any suggestions,