The dual formulation is useful for many things (robust reformulation, column generation, and so many others). Is there a way in JuMP to generate the dual of a model? (Not getting the dual values for each constraint, but the exact dual model, with the transposed constraint matrix, the dual variables, etc.)
Also, once you have the dual model, how easy would it be to incorporate it into another model? That could be something really useful (for instance, with robust reformulation, you dualise the uncertainty set, and inject it in the master problem: https://github.com/IainNZ/JuMPeR.jl/blob/master/src/uncsets_basic_reform.jl).
(If none of it is available, would you accept a PR to include it into JuMP, or should it rather be an extension?)
Thanks in advance!