Matrix-vector representation of a system of linear inequalities

[jd-foster]

There a ways to do this in JuMP, but they’re not documented: e.g.

Get presolved model from Gurobi

There is an internal function to create a “standard form” version for inspecting the problem ## JuMP.jl/src/lp_sensitivity2.jl: # Docstring: # Given a problem: # # r_l <= Ax <= r_u # c_l <= x <= c_u # # Return the standard form: # # [A -I] [x, y] = 0 # [c_l, r_l] <= [x, y] <= [c_u, r_u] # If you have an integral problem first do: undo_relax = relax_integrality(rmodel); then you can do s = JuMP._standard_form_matrix(rmodel) julia> keys(s) (:columns, :lower, :upper, …