Currently, Dualization.jl does not support yet changing the objective function hence the dualized model is dropped and we need to start from scratch at optimize.
This is done silently as you use AUTOMATIC mode. You can try MANUAL mode so that you get an error instead of the the model being silently dropped; see Solvers · JuMP.
Could you open an issue on Dualization.jl asking to implement modifying the objective function for DualOptimizer?
3 Likes