Nested task exception while using Cbc (COIN-OR Branch and Cut) solver inside SDDP.jl

[Engr_Moiz_Ahmad]

I am dealing with a multi-stage mixed-integer stochastic global supply chain optimization problem and want to solve the stage-wise problem instances using the Cbc (and other solvers) within the SDDiP algorithm using the SDDP.jl package in Julia.

In this regard, I am getting the following nested task exception while trying to use the Cbc solver to solve stagewise subproblems.

[odow]

Cbc.jl doesn’t support dual solutions. You cannot use it with SDDP.jl.

[Engr_Moiz_Ahmad]

Got it. Is it the issue with the rapper the Cbc.jl or the solver the Cbc itself?

If its a solver issue, can you explain why the Cbc is usable to provide dual solutions?