How can I get dual values for Conic/Quadratic constraints? getdual() function works fine for LPs, however it doesn’t work for QP or SOCP. Below is a sample code. using JuMP, Gurobi m = Model(solver=GurobiSolver()) @variable(m, x[1:3] >=0) @constraint(m, constraint1, x[1]^2 + x[2]^2 <= 10) @constr…

For conic constraints: Solvers like Gurobi and CPLEX don’t return duals for SOCPs, at least not in a way that we have hooked up through the interface. I would recommend using ECOS or Mosek instead if you care about duals on SOCPs. For quadratic constraints: I think JuMP 0.18 just doesn’t have this …

Dual: "getdual()" is not working for Conic/Quadratic constraints

Specific Domains Optimization (Mathematical)

SingingKim June 30, 2018, 7:06pm 7

Thank you for the kind response!

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Dual: "getdual()" is not working for Conic/Quadratic constraints

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