Error: JuMP model variable not defined

Specific Domains Optimization (Mathematical)
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1

I am trying to use the package Dualization.jl, to reformulate a primal problem and solving the dual model separately. However, after solving I am not able to access the solution (the variable values) as they don’t seem to be attached to the JuMP model generated by the function dualize.

model = Model()
@variables(model, begin
    x1>=0
    x2
    x3
    x4<=0
end)

@constraint(model, con1, x1 - 2*x2 + 3*x3 + 4*x4 <= 3)
@constraint(model, con2, x2 + 3*x3 <= -5)
@constraint(model, con3, 2*x1 - 3*x2 - 7*x3 - 4*x4 == -2)

@objective(model, Min, 3*x1 + 2*x2 - 3*x3 + 4*x4)

dual_model = dualize(model; dual_names = DualNames("y_", "y_"))

set_optimizer(dual_model, Gurobi.Optimizer)
optimize!(dual_model)

sol = (value.(y_con1_1), value.(y_con2_1), value.(y_con3_1))
println(sol)

On running this script, the dual_model is solved correctly, but then on trying to access the solution it throws an error: UndefVarError: y_con1_1 not defined.

I am probably missing out on something trivial here. Can someone point it out? Thank you.

2

The Julia variable y_con1_1 is not assigned to anything even if there is a variable with name y_con1_1 in the model dual_model. You can get a variable by its name with variable_by_name, e.g.

y_con1_1 = variable_by_name(dual_model, "y_con1_1")
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3

This works! Thank you.

4

@blegat I have a follow up question: In actual, I have a large primal problem with JuMP constraint defined as an array (say con[1:100]). Now, the dual_model variables form an array. Can I still use variable_by_name somehow to assign them all at once to a Julia array after the dual_model is solved. Since variable_by_name is taking variable name as a string as the parameter, I am not sure how to assign them all at once.

5

You can assign y_con to a vector:

y_con = [variable_by_name(dual_model, "y_con[$i]") for i in 1:100]
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6

Thank you!

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